# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0002071691-25-001629
**Filing Date:** 2025-9
**Character Count:** 1672175
**Document Hash:** e043e758af66a9c8c9cbbcc7e0ccf4d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-001629.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0002071691-25-001629

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Investors Securities Trust
- **CENTRAL INDEX KEY:** 0000809707

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 251333235

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2200

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN INVESTORS SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FRANKLIN LOW DURATION TOTAL RETURN FUND (Series ID: S000006855)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018523 | Class A       | FLDAX           |
| C000064444 | Advisor Class | FLDZX           |
| C000120960 | Class C       | FLDCX           |
| C000128881 | Class R6      | FLRRX           |
| C000215060 | Class R       | FLPRX           |

## 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 Investors Securities Trust

- **b. Investment Company Act file number:** 811-04986

- **c. CIK number of Registrant:** 0000809707

- **d. LEI of Registrant:** 549300XUGIR9DEQFV548

- **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 Low Duration Total Return Fund

- **b. EDGAR series identifier (if any):** S000006855

- **c. LEI of Series:** H1JJYRV86MLGMEZLFG42

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $1993316736.41

**Total Liabilities:** $37333128.28

**Net Assets:** $1955983608.13

**Delayed Delivery Securities:** $26607193.11

**Cash Not Reported:** $2661846.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6685.55000000 | **1-Year:** -113906.56000000 | **5-Year:** -157839.51000000 | **10-Year:** -32993.05000000 | **30-Year:** -61942.24000000

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

- **3-Month:** -272.85000000 | **1-Year:** -104846.09000000 | **5-Year:** -31125.86000000 | **10-Year:** 4221.79000000 | **30-Year:** -26487.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120960 | 0.01%                | 0.77%                | -0.11%               |
| Class ID C000215060 | 0.13%                | 0.67%                | 0.01%                |
| Class ID C000018523 | 0.16%                | 0.69%                | 0.03%                |
| Class ID C000064444 | 0.18%                | 0.70%                | 0.05%                |
| Class ID C000128881 | 0.19%                | 0.71%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-353327.59              | $-1407665.63                               |
| Month 2  | $443271.75               | $5229030.23                                |
| Month 3  | $-468031.25              | $-4113553.03                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2004-A1, Class 5A1                                             | CUSIP: 466247BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14135 | PA      | $14339.07     | 0.00%             | 2034-02-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                | BX Mortgage Trust, Series 2021-PAC, Class A                                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7517000 | PA      | $7502857.52   | 0.38%             | 2036-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2618539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2593.89      | 0.00%             | 2027-02-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31379MDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18349 | PA      | $18833.46     | 0.00%             | 2038-05-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6854785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $75.88        | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13836108.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17395 | PA      | $17755.11     | 0.00%             | 2027-05-31      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $1703.46      | 0.00%             | 2027-04-22      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4271659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $0.03         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6922314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14464 | PA      | $66.02        | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11877626.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17146 | PA      | $17429.46     | 0.00%             | 2027-04-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7485016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $874.57       | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5414116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15698 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8143502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $796.20       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7313394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6942 | PA      | $138.80       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12410099.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894 | PA      | $2916.65      | 0.00%             | 2026-03-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8180034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4506.79      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987958.18   | 0.15%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6463 | PA      | $6342.84      | 0.00%             | 2027-01-13      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7878318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3315.68      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7503865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $259.99       | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8177469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $532.38       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6649272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.58         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6624896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9039 | PA      | $51.23        | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6614822 | PA      | $6595118.89   | 0.34%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                      | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4178782.99   | 0.21%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1654475.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5095 | PA      | $2871.63      | 0.00%             | 2026-11-10      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3583.15      | 0.00%             | 2027-07-11      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $3339.09      | 0.00%             | 2027-01-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15048537.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8026 | PA      | $8438.76      | 0.00%             | 2026-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13614 | PA      | $13336.96     | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Bellemeade Re Ltd.                                               | Bellemeade Re Ltd.                                                                                | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2488000 | PA      | $2561707.25   | 0.13%             | 2031-09-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4868123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $727.52       | 0.00%             | 2027-01-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2428454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $993.97       | 0.00%             | 2027-01-13      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $12853642.96  | 0.66%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7586174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $65.36        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8116537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       656 | PA      | $652.73       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1755504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3648.65      | 0.00%             | 2027-04-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2721251.24   | 0.14%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950525.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20974 | PA      | $20560.86     | 0.00%             | 2027-04-14      | Fixed         | 11.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6879546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $0.73         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6485862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $0.00         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16847088.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5370 | PA      | $5573.13      | 0.00%             | 2027-09-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7960740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44337 | PA      | $35239.81     | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $998.89       | 0.00%             | 2026-12-22      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5784284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7971514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $80.71        | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31371MAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6809 | PA      | $6959.70      | 0.00%             | 2035-04-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15584156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $960.95       | 0.00%             | 2027-09-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6701550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $2.14         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                            | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3397526.84   | 0.17%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                     | Aspire Bakeries Holdings LLC, First Lien, Second Amendment CME Term Loan                          | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189735 | PA      | $191692.57    | 0.01%             | 2030-12-23      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2286942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $868.06       | 0.00%             | 2026-12-21      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11861145.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7730 | PA      | $7837.57      | 0.00%             | 2027-02-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6320178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $0.00         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1806.62      | 0.00%             | 2027-01-18      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13585 | PA      | $13817.49     | 0.00%             | 2037-04-01      | Variable      | 6.47%                 | No            |                  2 | 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        |   2785882 | PA      | $2726529.13   | 0.14%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8130671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67056 | PA      | $795.42       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1742750.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3778 | PA      | $3741.74      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2604860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2491.18      | 0.00%             | 2027-02-10      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2089645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $4078.89      | 0.00%             | 2026-11-22      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6492212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $3.60         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $2006.90      | 0.00%             | 2027-02-11      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6385666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $0.00         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294827.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1413.26      | 0.00%             | 2027-05-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1025.52      | 0.00%             | 2027-02-11      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $964.24       | 0.00%             | 2027-06-13      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8076658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $13.04        | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961101 | PA      | $961642.65    | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6494237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $2.57         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3414237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $0.00         | 0.00%             | 2032-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17221012.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13624 | PA      | $13895.40     | 0.00%             | 2027-09-22      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $978.40       | 0.00%             | 2026-12-21      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13542298.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10819 | PA      | $11005.13     | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385Y2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11638 | PA      | $11734.76     | 0.00%             | 2040-06-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1715428.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1859.89      | 0.00%             | 2027-02-15      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                          | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294494 | PA      | $295475.68    | 0.02%             | 2031-10-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6441111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $0.14         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7361057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $137.72       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1752861.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $4177.26      | 0.00%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6764422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $27.81        | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2048800.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $405.52       | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3369 | PA      | $3292.73      | 0.00%             | 2027-01-28      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6762927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $2.24         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3631012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.00         | 0.00%             | 2032-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8199561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $2956.58      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1666464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3449.82      | 0.00%             | 2026-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5779587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4499783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $0.00         | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7164732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $273.15       | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15869429.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2999 | PA      | $3125.86      | 0.00%             | 2026-07-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5790251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7787720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $8.57         | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15750146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4072 | PA      | $4195.75      | 0.00%             | 2026-08-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2438330.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1698 | PA      | $1672.55      | 0.00%             | 2027-01-18      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3328849.13   | 0.17%             | 2027-03-26      | Fixed         | 5.00%                 | 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        |   3200000 | PA      | $1539136.00   | 0.08%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16934495.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7910 | PA      | $8151.91      | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7984217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $30.51        | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385HFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8830 | PA      | $8817.86      | 0.00%             | 2030-02-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1652573 | PA      | $1666868.31   | 0.09%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533263 | PA      | $1535786.42   | 0.08%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5996138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $0.03         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5833649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7646 | PA      | $0.41         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-10173660.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2716.81      | 0.00%             | 2035-08-19      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11737893.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4687.11      | 0.00%             | 2026-12-18      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7811277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $946.98       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6632572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $5.94         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7912230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $788.67       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2438451.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $275.33       | 0.00%             | 2027-01-18      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                          | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3238885.00   | 0.17%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14811744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16602 | PA      | $16924.28     | 0.00%             | 2027-07-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8056890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $909.19       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1028294.80   | 0.05%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949765.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $5070.83      | 0.00%             | 2027-04-14      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1546 | PA      | $1592.38      | 0.00%             | 2036-08-01      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8159049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7040 | PA      | $5911.60      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7027686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $7.48         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7827375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1690 | PA      | $946.39       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7296575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $2265.76      | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $586.11       | 0.00%             | 2027-02-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305165.10    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7723857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $207.53       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    618803 | PA      | $605266.58    | 0.03%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6462554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $157.81       | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4905832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $0.00         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4641955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13703 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   1308000 | PA      | $1296538.00   | 0.07%             | 2059-01-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2570795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3518 | PA      | $3403.31      | 0.00%             | 2027-02-11      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6546312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7082 | PA      | $6.91         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1886267.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3444.28      | 0.00%             | 2026-10-20      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9758 | PA      | $9502.56      | 0.00%             | 2027-02-10      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6567114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $2.85         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2436660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1682.33      | 0.00%             | 2027-01-18      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14338698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19925 | PA      | $2215.57      | 0.00%             | 2026-08-20      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5254769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7385423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $831.32       | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7367489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $24.43        | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $4942.36      | 0.00%             | 2027-04-15      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8157388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5963 | PA      | $4040.64      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4476 | PA      | $4383.19      | 0.00%             | 2027-01-25      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                 | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $721944.00    | 0.04%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                               | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    272198 | PA      | $272411.41    | 0.01%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                             | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468454 | PA      | $469332.77    | 0.02%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp., First Lien, Twelfth Additional CME Term Loan                          | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    748125 | PA      | $749116.27    | 0.04%             | 2029-02-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4488928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $0.01         | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4993580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1654.03      | 0.00%             | 2027-02-11      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7963378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $155.84       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5624747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7390664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $143.69       | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2027220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $667.99       | 0.00%             | 2026-11-15      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8165688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6618 | PA      | $6429.91      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5031 | PA      | $4921.87      | 0.00%             | 2027-04-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7412311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $406.83       | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5250706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4514072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $0.00         | 0.00%             | 2033-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609734.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $791.44       | 0.00%             | 2027-12-16      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7992685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $219.82       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11940530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $7141.38      | 0.00%             | 2027-02-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                              | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1961696 | PA      | $1962987.61   | 0.10%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6770557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $113.41       | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14165096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13816 | PA      | $14092.79     | 0.00%             | 2027-06-06      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7939609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $906.06       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7622967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $223.54       | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2948748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2056.97      | 0.00%             | 2027-04-14      | Fixed         | 17.23%                | 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        |   6216311 | PA      | $5568935.78   | 0.28%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8178348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.42       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426489.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $3994.41      | 0.00%             | 2027-01-13      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385XKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12077 | PA      | $12139.80     | 0.00%             | 2033-07-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3901 | PA      | $3815.67      | 0.00%             | 2027-02-10      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7489754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7078 | PA      | $5193.57      | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047226.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1831.52      | 0.00%             | 2026-11-15      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1710332.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9182 | PA      | $0.00         | 0.00%             | 2027-03-24      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7690173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $937.73       | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust, Series 2023-NQM2, Class A1                                                    | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159816 | PA      | $1161690.80   | 0.06%             | 2068-05-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613609.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4594 | PA      | $4505.99      | 0.00%             | 2027-02-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1884150.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $249.58       | 0.00%             | 2026-10-20      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6290969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.02         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047532.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1857.21      | 0.00%             | 2026-11-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7461507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21883 | PA      | $1040.08      | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4626904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14199304.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $1927.48      | 0.00%             | 2027-05-01      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14099769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9258 | PA      | $9745.27      | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Principal Life Global Funding II                                 | Principal Life Global Funding II                                                                  | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004620.80   | 0.10%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5950325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $0.03         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31386MLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6235 | PA      | $6252.74      | 0.00%             | 2040-12-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406PP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40477 | PA      | $41357.21     | 0.00%             | 2035-04-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503000.00   | 0.13%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16074588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8138 | PA      | $8505.88      | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738150 | PA      | $739995.38    | 0.04%             | 2032-01-27      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23400000 | PA      | $28412561.87  | 1.45%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7644529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $121.96       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1279.01      | 0.00%             | 2026-12-21      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7203363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8775 | PA      | $131.08       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6182359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $0.00         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5845026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $0.01         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7023175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $38.28        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8121851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $815.01       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7436351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $243.60       | 0.00%             | 2035-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8031770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $692.97       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3760407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.00         | 0.00%             | 2032-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2297499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $21.74        | 0.00%             | 2026-12-22      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12408565.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9878 | PA      | $10273.74     | 0.00%             | 2027-03-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4790074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $0.00         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    736151 | PA      | $734387.46    | 0.04%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7501008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $785.85       | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                              | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759852 | PA      | $759849.94    | 0.04%             | 2044-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3948363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $0.03         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5662396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $0.01         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8029887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1782.69      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7071249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $90.63        | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247798 | PA      | $255982.14    | 0.01%             | 2035-09-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8213301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1356.41      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3516.44      | 0.00%             | 2026-11-22      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4253 | PA      | $4169.76      | 0.00%             | 2027-02-11      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5554806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9531 | PA      | $9371.65      | 0.00%             | 2027-04-14      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7987855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $297.74       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5610840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7751 | PA      | $0.24         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5123250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7101561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27006 | PA      | $336.76       | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7039769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3895 | PA      | $570.68       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9015869 | PA      | $8542208.65   | 0.44%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7092138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $40.36        | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $881.31       | 0.00%             | 2026-11-22      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7680242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16681 | PA      | $365.67       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6985273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $414.19       | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7727004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $1928.69      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1654907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3708 | PA      | $3764.81      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7012805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $4.93         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3970 | PA      | $3906.10      | 0.00%             | 2026-12-22      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385WVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       700 | PA      | $702.99       | 0.00%             | 2027-09-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5894262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6335 | PA      | $0.32         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6426793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $0.00         | 0.00%             | 2034-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404GL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7547 | PA      | $7728.96      | 0.00%             | 2034-03-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299248 | PA      | $299631.16    | 0.02%             | 2031-01-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7786619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $61.84        | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5754674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5934510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31414FS36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40243 | PA      | $41648.88     | 0.00%             | 2038-09-01      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7812133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $466.29       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8198878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1656.02      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950648.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $113.49       | 0.00%             | 2027-04-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6589653.72   | 0.34%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8209500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $295.87       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4862382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $0.11         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2438118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3862 | PA      | $3803.73      | 0.00%             | 2027-01-18      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5510, Class FK                                                                      | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5880551 | PA      | $5881742.17   | 0.30%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1715574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2284.62      | 0.00%             | 2026-09-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6032149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.45         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15054747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8145 | PA      | $8489.12      | 0.00%             | 2026-07-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5972193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406A3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32492 | PA      | $33278.54     | 0.00%             | 2034-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5742284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $0.26         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2297949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1506.30      | 0.00%             | 2026-12-22      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1922.98      | 0.00%             | 2027-04-14      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5132890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30012 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7018 | PA      | $6783.65      | 0.00%             | 2027-11-14      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3559884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.00         | 0.00%             | 2032-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951315.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $2905.71      | 0.00%             | 2027-09-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5937710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $0.14         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8084848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $110.99       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039542.98   | 0.05%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15742698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11358 | PA      | $11938.87     | 0.00%             | 2027-09-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8078281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $62.83        | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7466750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $97.19        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                  | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    186874 | PA      | $110162.28    | 0.01%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6157670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $0.04         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2608240.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5202 | PA      | $5104.63      | 0.00%             | 2027-02-11      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7957118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4273 | PA      | $2920.06      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class A5                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257712 | PA      | $256958.39    | 0.01%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6390840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                   | Var Energi ASA                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4242925.12   | 0.22%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2437637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $784.50       | 0.00%             | 2027-01-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7910334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $374.91       | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406N6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2859 | PA      | $2883.70      | 0.00%             | 2035-04-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7896532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $3711.63      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $991.21       | 0.00%             | 2027-04-14      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7863894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $57.98        | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4563389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $0.00         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                                  | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60020788 | PA      | $2919783.25   | 0.15%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5438, Class FB                                                                      | CUSIP: 3137HF7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5337264 | PA      | $5328866.96   | 0.27%             | 2054-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3625 | PA      | $3579.90      | 0.00%             | 2026-11-15      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5322693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $0.16         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7868834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $51.06        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7920284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1099.54      | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc., First Lien, 2024 CME Term Loan                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    429150 | PA      | $430510.04    | 0.02%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7840060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $3340.45      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust               | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11047110.80  | 0.56%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7733199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $2031.40      | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC, First Lien, 2024-3 CME Term Loan                             | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492700 | PA      | $496190.78    | 0.03%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6965888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $256.93       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610020.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $441.99       | 0.00%             | 2027-02-11      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4189414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $0.04         | 0.00%             | 2032-11-20      | 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        |  27000000 | PA      | $26294414.13  | 1.34%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2599252.68   | 0.13%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407WTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9367 | PA      | $9523.87      | 0.00%             | 2035-09-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                             | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $716169.53    | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                             | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    545004 | PA      | $546638.61    | 0.03%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7026048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $62.65        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $227.98       | 0.00%             | 2027-01-18      | Fixed         | 5.66%                 | No            |                  3 | On Loan: No      |
| RR 14 Ltd.                                                       | RR 14 Ltd., Series 2021-14A, Class A1                                                             | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |  23418000 | PA      | $23473767.91  | 1.20%             | 2036-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1371.25      | 0.00%             | 2027-02-11      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6447640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4623698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5615484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $0.31         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2605446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1679.21      | 0.00%             | 2027-02-10      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7450900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $1100.78      | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7594217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $912.34       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4866679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $979.07       | 0.00%             | 2027-04-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5156676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2083090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $291.59       | 0.00%             | 2026-11-22      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6749816.78   | 0.35%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3849313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.01         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6649665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $7.66         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Express Credit Account Master Trust                     | American Express Credit Account Master Trust, Series 2023-1, Class A                              | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10421931.05  | 0.53%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5135982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11822 | PA      | $1.05         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $7003.26      | 0.00%             | 2027-02-10      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6499996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31388RDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22052 | PA      | $22209.15     | 0.00%             | 2031-11-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7899916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5866 | PA      | $3065.38      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7938565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $656.27       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                                                                | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2160740.76   | 0.11%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15597460.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14916 | PA      | $15187.81     | 0.00%             | 2027-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7899783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1495.63      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16724945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9313 | PA      | $9340.94      | 0.00%             | 2027-08-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7240071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $10.65        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31413GK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3154 | PA      | $3195.43      | 0.00%             | 2037-08-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2865 | PA      | $2940.68      | 0.00%             | 2035-10-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6767980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6752 | PA      | $27.86        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7220564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $9.52         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7478441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $532.56       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31364SPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1832 | PA      | $1793.69      | 0.00%             | 2030-09-01      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-10235724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $652.96       | 0.00%             | 2026-08-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7347685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $367.37       | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5462926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $0.07         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14194952.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9715 | PA      | $10068.46     | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188615522.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7103 | PA      | $7063.17      | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5102362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8462 | PA      | $8262.94      | 0.00%             | 2027-01-14      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7629364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $429.00       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6977932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $6.62         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1262.49      | 0.00%             | 2027-02-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6020766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3626 | PA      | $3527.75      | 0.00%             | 2027-06-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7051978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $51.65        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613943.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $910.12       | 0.00%             | 2027-02-11      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14057334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6611.55      | 0.00%             | 2026-06-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4799750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1687826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $4389.08      | 0.00%             | 2027-01-12      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8144457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1367.89      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411YBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12983 | PA      | $13272.30     | 0.00%             | 2037-04-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                       | Korea Electric Power Corp.                                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   2800000 | PA      | $2815720.71   | 0.14%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                              | CF Industries, Inc.                                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2068077.09   | 0.11%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $6468.00      | 0.00%             | 2026-12-22      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                      | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    425272 | PA      | $427398.78    | 0.02%             | 2028-06-08      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7002610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17254 | PA      | $140.77       | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1356.79      | 0.00%             | 2027-02-10      | Fixed         | 26.66%                | 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        |     50303 | PA      | $47970.74     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5588652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.05         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4207561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crosby US Acquisition Corp.                                      | Crosby US Acquisition Corp., First Lien, Amendment No. 4 Replacement CME Term Loan                | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214141 | PA      | $215573.90    | 0.01%             | 2029-08-16      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7907 | PA      | $577.36       | 0.00%             | 2027-06-13      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188528665.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3554.46      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $0.21         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6785551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $3.07         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3679 | PA      | $3754.25      | 0.00%             | 2035-07-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7229617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $64.28        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2406128.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $15.83        | 0.00%             | 2035-06-18      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4796271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $0.42         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1847660 | PA      | $1851182.73   | 0.09%             | 2032-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $651.82       | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14709072.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $4572.25      | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2048749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1064.64      | 0.00%             | 2026-11-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3347 | NC      | $-841000.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2608113.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $989.19       | 0.00%             | 2027-02-10      | Fixed         | 28.22%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 3136056A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.02         | 0.00%             | 2025-12-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8074973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $636.10       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1689608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $7071.99      | 0.00%             | 2027-01-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7777130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6909 | PA      | $99.02        | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6286798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $0.16         | 0.00%             | 2034-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6122715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45745 | PA      | $2.13         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                       | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1                                             | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3132384.58   | 0.16%             | 2034-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $3231.73      | 0.00%             | 2027-02-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6653616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $2.59         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1648681.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $279.97       | 0.00%             | 2026-11-01      | Fixed         | 12.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5075271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $0.09         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2275119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10075 | PA      | $9831.03      | 0.00%             | 2026-12-22      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                            | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467824 | PA      | $468119.16    | 0.02%             | 2028-02-11      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3297660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $0.00         | 0.00%             | 2032-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2300319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1360.10      | 0.00%             | 2026-12-22      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7609791.18   | 0.39%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3419699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10480 | PA      | $0.01         | 0.00%             | 2032-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7653745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $1836.21      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11743539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6306 | PA      | $6474.35      | 0.00%             | 2026-12-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14688354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12532 | PA      | $12760.35     | 0.00%             | 2027-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14688586.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13398 | PA      | $13705.20     | 0.00%             | 2027-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8107578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $2359.68      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047393.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $3373.28      | 0.00%             | 2026-11-15      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7692497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $258.76       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7985368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $36.89        | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2297392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $655.91       | 0.00%             | 2026-12-22      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7348507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $842.87       | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1865153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2750 | PA      | $2710.38      | 0.00%             | 2026-10-20      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6688197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $4.83         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    258000 | PA      | $253132.83    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | 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        |   1350074 | PA      | $1251935.23   | 0.06%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8182662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $442.48       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4535094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6139899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $0.17         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11752109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $875.22       | 0.00%             | 2026-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7921388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $695.20       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4476 | PA      | $4344.64      | 0.00%             | 2027-04-14      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7353683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $49.71        | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13196 | PA      | $13568.61     | 0.00%             | 2037-08-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7703768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $1408.02      | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5867284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $0.08         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7010131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5207 | PA      | $1897.74      | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2292250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4988 | PA      | $4869.21      | 0.00%             | 2027-05-26      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4585539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                | Chase Home Lending Mortgage Trust, Series 2024-7, Class A11                                       | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780783 | PA      | $781258.94    | 0.04%             | 2055-06-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13914635.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10039 | PA      | $10488.41     | 0.00%             | 2027-06-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2605310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2592.09      | 0.00%             | 2027-02-10      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4229796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $0.06         | 0.00%             | 2032-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6003010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $0.01         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3336181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7935 | PA      | $0.15         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8146384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10073 | PA      | $239.64       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7575416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $42.36        | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       424 | PA      | $420.73       | 0.00%             | 2034-09-01      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6063093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7987790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $1848.86      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6306494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6646778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $267.11       | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6939702.49   | 0.35%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1885346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $911.35       | 0.00%             | 2026-10-20      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2427919.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4418 | PA      | $4340.11      | 0.00%             | 2027-01-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6801395.70   | 0.35%             | 2025-09-04      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7643463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $244.67       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7370441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9362 | PA      | $205.33       | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8205130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $921.69       | 0.00%             | 2026-03-20      | 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 2019-52, Class PT                | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5809 | PA      | $3385.93      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2430462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8622 | PA      | $8403.55      | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1720965.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $309.60       | 0.00%             | 2027-02-15      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2049409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4419 | PA      | $4347.10      | 0.00%             | 2026-11-15      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4681090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3006 | PA      | $3026.21      | 0.00%             | 2034-09-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8111735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $502.98       | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4044447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $0.36         | 0.00%             | 2032-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31362J5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $3.39         | 0.00%             | 2027-07-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7901578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $37.16        | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6183 | PA      | $6069.83      | 0.00%             | 2027-01-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Honda Auto Receivables Owner Trust                               | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                                       | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6506787 | PA      | $6546279.60   | 0.33%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                       | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   2900000 | PA      | $2879902.42   | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14057201.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5669 | PA      | $5867.69      | 0.00%             | 2027-06-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7947625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $276.79       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11934555.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8028 | PA      | $2768.78      | 0.00%             | 2026-09-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6213794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.20         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31382UUW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3350 | PA      | $3352.42      | 0.00%             | 2028-12-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2220508.55   | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2080000 | PA      | $161380.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385JFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1417 | PA      | $1433.22      | 0.00%             | 2031-10-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1708223.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1439.88      | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7958842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20148 | PA      | $18725.83     | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562440 | PA      | $565367.30    | 0.03%             | 2032-03-08      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                            | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                                          | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    175074 | PA      | $175862.21    | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1665225.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1861.81      | 0.00%             | 2026-11-14      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16668 | PA      | $16326.60     | 0.00%             | 2027-01-18      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6767251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $15.75        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31414BLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79177 | PA      | $81474.68     | 0.00%             | 2038-01-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7314028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12817 | PA      | $150.91       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7963289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $154.77       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385Y6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10434 | PA      | $10538.82     | 0.00%             | 2030-11-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14346063.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13962 | PA      | $14512.51     | 0.00%             | 2027-08-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1715513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $9417.65      | 0.00%             | 2027-02-15      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Party City Holdco, Inc.                                          | Party City Holdco, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |        23 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6764876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $244.96       | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15653357.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4206 | PA      | $4331.51      | 0.00%             | 2027-07-04      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7982077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1072.32      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5075710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.26         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                            | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   4490000 | PA      | $4565018.96   | 0.23%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6949 | PA      | $6748.65      | 0.00%             | 2027-02-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                 | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352825 | PA      | $195964.28    | 0.01%             | 2028-11-01      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15589159.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8671 | PA      | $9061.02      | 0.00%             | 2027-12-22      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4413064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $0.00         | 0.00%             | 2033-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613750.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1161.35      | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4873268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $0.22         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8205034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1064.78      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2297741.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1913.92      | 0.00%             | 2026-12-22      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| RAAC Trust                                                       | RAAC Trust, Series 2004-SP1, Class AII                                                            | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54263 | PA      | $53977.16     | 0.00%             | 2034-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5856105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6962075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $2.47         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13483981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5757 | PA      | $5964.97      | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2299026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1559.00      | 0.00%             | 2026-12-22      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7423709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8993 | PA      | $4404.37      | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $938.28       | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6220076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $0.07         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7980290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21656 | PA      | $17837.36     | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047240.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1663.56      | 0.00%             | 2026-11-15      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1934.87      | 0.00%             | 2026-12-22      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                            | Tencent Holdings Ltd.                                                                             | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2961762.84   | 0.15%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3437194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4280865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7930 | PA      | $0.27         | 0.00%             | 2032-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5330101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $0.18         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684982.90    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8143555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1762.46      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5127515.65   | 0.26%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2588879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $519.50       | 0.00%             | 2027-02-11      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $5337.98      | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5901715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.20         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                           | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    301578 | PA      | $303597.46    | 0.02%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31412EU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6169 | PA      | $6189.60      | 0.00%             | 2037-05-01      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7141603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $45.78        | 0.00%             | 2035-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991830633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3344944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2032-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18997 | PA      | $6885.52      | 0.00%             | 2029-07-10      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8177540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1327.16      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7730750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32718 | PA      | $757.37       | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6611828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $5.79         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5075922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.04         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                                  | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2700384.78   | 0.14%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6823 | PA      | $4547.27      | 0.00%             | 2027-01-20      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8140201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $375.89       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7966867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $224.69       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                              | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    220797 | PA      | $226686.64    | 0.01%             | 2028-08-25      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5114631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14041540.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9149 | PA      | $9290.22      | 0.00%             | 2027-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6353710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $0.51         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7196193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $36.81        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc.                                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $881977.82    | 0.05%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    739323 | PA      | $736821.76    | 0.04%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2431798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4345.66      | 0.00%             | 2027-01-14      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $468.43       | 0.00%             | 2027-01-13      | Fixed         | 32.57%                | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4763886.11   | 0.24%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11703116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5031 | PA      | $5204.69      | 0.00%             | 2027-02-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161231 | PA      | $160788.02    | 0.01%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4655105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7441240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $58.35        | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2430692.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3264.79      | 0.00%             | 2027-01-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8968 | PA      | $8786.86      | 0.00%             | 2027-02-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1743968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9765 | PA      | $9508.39      | 0.00%             | 2028-03-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7941308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5461 | PA      | $5180.90      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2043.60      | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6511415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2.37         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7220676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $12.85        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13751462.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16023 | PA      | $16335.84     | 0.00%             | 2027-05-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                               | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $38658560.51  | 1.98%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2429622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $2159.35      | 0.00%             | 2027-11-14      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4606526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6630658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $1.65         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                               | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536434 | PA      | $512782.80    | 0.03%             | 2028-10-04      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                      | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $498595.00    | 0.03%             | 2029-01-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5053049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2295496.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1093.06      | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6818089.16   | 0.35%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7800202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $157.39       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1752456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $1647.71      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13849753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12971 | PA      | $13165.87     | 0.00%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., First Lien, Initial CME Term Loan                                                 | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    635064 | PA      | $611049.32    | 0.03%             | 2028-10-09      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14865932.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8115 | PA      | $8400.88      | 0.00%             | 2026-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7729708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $76.01        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5790156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $0.11         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14188906.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10586 | PA      | $2031.47      | 0.00%             | 2027-06-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6696314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $7.47         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1226.62      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8157766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9241 | PA      | $4166.38      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1742753.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5853 | PA      | $5782.34      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15137192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8013 | PA      | $8135.14      | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7462684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $35.18        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1681000.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4572 | PA      | $4175.92      | 0.00%             | 2026-12-20      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $1752.09      | 0.00%             | 2026-12-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14865904.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11494 | PA      | $11703.30     | 0.00%             | 2026-07-23      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8038469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $333.32       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-77, Class DF                                                                    | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9547032 | PA      | $9595710.45   | 0.49%             | 2053-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2095277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5980 | PA      | $5897.05      | 0.00%             | 2026-11-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7317 | PA      | $7194.29      | 0.00%             | 2027-04-28      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5694516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7590307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4029.02      | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7839709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $384.17       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12119826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20776 | PA      | $21057.90     | 0.00%             | 2027-04-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2427445.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2740 | PA      | $2670.23      | 0.00%             | 2027-01-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8087504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $22.51        | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6484618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4048 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6669152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $28.83        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8170308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42780 | PA      | $15931.90     | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2024-H5, Class A1                                                    | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533248 | PA      | $1540977.71   | 0.08%             | 2069-08-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3953788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4891549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3445 | PA      | $0.09         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7389557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $287.37       | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5062108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8158684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11601 | PA      | $11028.79     | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5956226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $0.00         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2427076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2889.82      | 0.00%             | 2027-01-13      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2399 | PA      | $2350.52      | 0.00%             | 2027-01-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $871.27       | 0.00%             | 2027-09-14      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1529.89      | 0.00%             | 2027-02-10      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14058523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18080 | PA      | $18867.29     | 0.00%             | 2027-08-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7919425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $825.29       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3842781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10067 | PA      | $0.78         | 0.00%             | 2032-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8053051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.75        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6736022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $5.33         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1961.46      | 0.00%             | 2027-04-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11694004.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16903 | PA      | $17129.30     | 0.00%             | 2026-12-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| N/A                                                              | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12100000 | PA      | $304664.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2297301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $525.49       | 0.00%             | 2026-12-22      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                              | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                                    | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002939.24   | 0.10%             | 2031-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3411766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $0.62         | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2292373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $700.27       | 0.00%             | 2026-12-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7055970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $8.70         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6898303.93   | 0.35%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1710686.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4217 | PA      | $4302.14      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5183474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7631341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $111.08       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3888 | PA      | $3838.27      | 0.00%             | 2027-01-21      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8204568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6676.97      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1583187.01   | 0.08%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4130 | PA      | $4059.75      | 0.00%             | 2026-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3191793.92   | 0.16%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7782030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $408.58       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2297702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $501.21       | 0.00%             | 2026-12-22      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3452149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.02         | 0.00%             | 2032-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                              | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3336681.15   | 0.17%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614134.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4945 | PA      | $2687.54      | 0.00%             | 2027-02-11      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048190.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5861 | PA      | $935.04       | 0.00%             | 2026-11-15      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7914492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $523.05       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.             | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100526 | PA      | $56904.85     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096292.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $3050.77      | 0.00%             | 2026-11-22      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7799705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $381.54       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5628952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6965159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6757 | PA      | $1888.77      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-98, Class FA                                                                    | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8339228 | PA      | $8355717.58   | 0.43%             | 2053-12-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17250115.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $3626.02      | 0.00%             | 2027-09-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14195378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14246 | PA      | $3004.85      | 0.00%             | 2027-06-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15032228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $843.35       | 0.00%             | 2025-09-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1700571.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $1076.90      | 0.00%             | 2026-01-24      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7153341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $98.51        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2138627.34   | 0.11%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6781242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $5.77         | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1381.40      | 0.00%             | 2027-02-11      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1674065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6427 | PA      | $6670.55      | 0.00%             | 2026-12-16      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6265155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $0.29         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14289803.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $4794.73      | 0.00%             | 2027-05-02      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $746.37       | 0.00%             | 2027-04-14      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7600963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $38.46        | 0.00%             | 2025-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403DLF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19735 | PA      | $20176.13     | 0.00%             | 2036-05-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4992493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4481855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $0.04         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2439081.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $300.12       | 0.00%             | 2025-11-27      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7009259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $31.25        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7384366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $41.63        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188415292.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18439 | PA      | $18190.27     | 0.00%             | 2028-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| CPI Holdco B LLC                                                 | CPI Holdco B LLC, First Lien, First Amendment Incremental CME Term Loan                           | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $750060.00    | 0.04%             | 2031-05-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5924210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $1.75         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1152.77      | 0.00%             | 2027-01-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4556489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14329001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $2421.63      | 0.00%             | 2026-06-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                   | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1689966.46   | 0.09%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395441 | PA      | $396492.81    | 0.02%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $879590.74    | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1741 | PA      | $1696.85      | 0.00%             | 2027-01-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5420, Class CF                                                                      | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4097064 | PA      | $4107598.56   | 0.21%             | 2054-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6608828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43918 | PA      | $12.04        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8143126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12435 | PA      | $6742.17      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3988483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $0.26         | 0.00%             | 2032-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7971048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $633.29       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2567.41      | 0.00%             | 2027-01-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7162414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $4.49         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $2790.48      | 0.00%             | 2027-04-16      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7212719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $620.54       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7673560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $678.28       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1744484.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14530 | PA      | $14360.65     | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                               | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    528243 | PA      | $530078.24    | 0.03%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2606754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1820.82      | 0.00%             | 2027-02-10      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4867691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4253305 | PA      | $4285583.83   | 0.22%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8058016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2110.28      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7487387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $114.53       | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2603425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1552.81      | 0.00%             | 2027-02-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8016211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $32.96        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1071.20      | 0.00%             | 2026-12-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7942994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $8.22         | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6207369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $0.00         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5697 | PA      | $5590.52      | 0.00%             | 2027-02-18      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6414098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $0.15         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15758289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $6489.01      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8497 | PA      | $8330.72      | 0.00%             | 2027-02-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2615716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $973.11       | 0.00%             | 2027-02-21      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6025558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7572492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5503 | PA      | $241.64       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8117025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $298.73       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2025-5C10, Class XA                                                    | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41289821 | PA      | $2258392.16   | 0.12%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7231 | PA      | $7047.09      | 0.00%             | 2027-01-14      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6407824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3754.77      | 0.00%             | 2026-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15594246.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15376 | PA      | $16311.21     | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7602169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $275.95       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14840263.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15433 | PA      | $15757.64     | 0.00%             | 2027-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7068868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $16.28        | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784801 | PA      | $1744462.59   | 0.09%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7275203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $43.60        | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5718687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $0.07         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1307.50      | 0.00%             | 2026-11-15      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8200376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1058.51      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7406047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $20.33        | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7946424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $412.92       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6270473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $0.02         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       305 | PA      | $304.84       | 0.00%             | 2032-04-01      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31378A3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1405 | PA      | $1405.90      | 0.00%             | 2026-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15754423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $158.70       | 0.00%             | 2035-07-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7854629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $2615.50      | 0.00%             | 2025-12-03      | None          | 0.00%                 | 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        |   1285029 | PA      | $1135910.74   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612720.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $436.17       | 0.00%             | 2027-02-11      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Eagle Funding Luxco SARL                                         | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   3030000 | PA      | $3047422.50   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4555245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5830235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10562 | PA      | $0.28         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CAFL Issuer LP                                                   | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $759501.73    | 0.04%             | 2040-05-28      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4181.49      | 0.00%             | 2027-02-11      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3420000 | PA      | $3473131.03   | 0.18%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2438349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $411.31       | 0.00%             | 2027-01-18      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $4254.51      | 0.00%             | 2027-04-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1715518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $5373.52      | 0.00%             | 2027-02-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $3169.73      | 0.00%             | 2027-04-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6868681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $3.15         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3371556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $0.06         | 0.00%             | 2032-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $435537.88    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14214629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4905 | PA      | $4944.52      | 0.00%             | 2026-06-26      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7188015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $24.63        | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404XE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19506 | PA      | $19874.39     | 0.00%             | 2034-08-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8216619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5036 | PA      | $4924.48      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5474055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.14         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2049153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3685 | PA      | $3614.89      | 0.00%             | 2026-11-15      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                    | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7004908.12   | 0.36%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6362699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42087 | PA      | $0.68         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2288385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1719.20      | 0.00%             | 2026-12-21      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8032755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $25.97        | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6571593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12852 | PA      | $8.49         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7269871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $165.75       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7673962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $198.36       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6609650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $16.51        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15558741.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23711 | PA      | $7667.51      | 0.00%             | 2027-09-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $-61596.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2288091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $3395.52      | 0.00%             | 2026-12-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11694428.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1148.53      | 0.00%             | 2026-12-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1887570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1135.69      | 0.00%             | 2026-10-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $6717.30      | 0.00%             | 2027-02-10      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1976.49      | 0.00%             | 2027-04-14      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7554908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $64.00        | 0.00%             | 2025-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8081859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $183.28       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1709.10      | 0.00%             | 2027-02-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7636576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $80.38        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7005506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18115 | PA      | $186.17       | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5588007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16177 | PA      | $0.09         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1885177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $2054.84      | 0.00%             | 2026-10-20      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403GCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5077 | PA      | $5218.25      | 0.00%             | 2033-09-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6936577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $23.83        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1888552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8648 | PA      | $8443.81      | 0.00%             | 2026-10-20      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15676938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $3094.44      | 0.00%             | 2026-07-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $660.22       | 0.00%             | 2026-12-22      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410F3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6754 | PA      | $6972.56      | 0.00%             | 2036-06-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7199286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19004 | PA      | $488.34       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                           | Citadel Securities Global Holdings LLC, First Lien, 2024 CME Term Loan                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    520001 | PA      | $521951.24    | 0.03%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6078 | PA      | $5949.76      | 0.00%             | 2027-02-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7741295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $59.65        | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2300018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2455.41      | 0.00%             | 2026-12-22      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2295931.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4718 | PA      | $4570.58      | 0.00%             | 2026-12-27      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8169060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.82       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15584134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12634 | PA      | $12838.94     | 0.00%             | 2027-08-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3521469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $0.00         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13767273.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $2323.18      | 0.00%             | 2027-04-18      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                          | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247503 | PA      | $248051.36    | 0.01%             | 2031-02-21      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8168039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $675.08       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404QHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39842 | PA      | $40264.87     | 0.00%             | 2034-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1462321 | PA      | $1466581.33   | 0.07%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15045243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10653 | PA      | $11095.88     | 0.00%             | 2027-08-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7351639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $63.60        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4315085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $0.11         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7516624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $47.45        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                | LendingClub Corp., 166943124.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $18.33        | 0.00%             | 2035-07-20      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11840 | PA      | $11593.95     | 0.00%             | 2027-07-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7922081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4374.17      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4925972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $0.69         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6486219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.00         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5179416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1658917.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4487 | PA      | $4468.91      | 0.00%             | 2026-11-09      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6991196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8279 | PA      | $37.74        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5803772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7789785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1106.62      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8084982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $55.00        | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8006609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $303.75       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7946958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $88.18        | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1                                       | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2544093 | PA      | $2560648.05   | 0.13%             | 2063-10-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $786.08       | 0.00%             | 2027-04-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6944390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $9.99         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4710517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $0.19         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                   | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR2                                         | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1328989 | PA      | $1329786.17   | 0.07%             | 2031-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp., First Lien, CME Term Loan, B                                                   | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57157 | PA      | $57442.53     | 0.00%             | 2032-03-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7950 | PA      | $7802.91      | 0.00%             | 2026-12-22      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4829812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.03         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14188625.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9540 | PA      | $9724.05      | 0.00%             | 2027-07-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6014176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5862719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6404445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.03         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5782 | PA      | $5703.36      | 0.00%             | 2026-12-22      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $299.23       | 0.00%             | 2026-12-22      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6645397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $7.43         | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14219059.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7462 | PA      | $7559.60      | 0.00%             | 2027-06-16      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2398372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4956 | PA      | $1264.21      | 0.00%             | 2027-01-13      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7951311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $8.36         | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $114.33       | 0.00%             | 2026-11-15      | Fixed         | 16.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6938046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $27.62        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1614.82      | 0.00%             | 2027-04-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3232249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $0.00         | 0.00%             | 2032-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4600950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $0.00         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6226503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6969701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $119.17       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6148 | PA      | $449.38       | 0.00%             | 2027-02-11      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2819 | PA      | $2752.18      | 0.00%             | 2029-02-10      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $488.94       | 0.00%             | 2026-11-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3436460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17143594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4905 | PA      | $4966.26      | 0.00%             | 2026-09-07      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7937401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $298.36       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6153219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $0.03         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8158900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $1314.53      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7729519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $210.61       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4990427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $0.11         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2430601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $6178.30      | 0.00%             | 2027-01-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6220695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23011 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2049386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2627.78      | 0.00%             | 2027-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13628755.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $5234.94      | 0.00%             | 2027-05-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991854422.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.38        | 0.00%             | 2025-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436823.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1699.46      | 0.00%             | 2027-01-18      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7210899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25899 | PA      | $286.81       | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6776064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32761 | PA      | $3065.44      | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437164.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $171.51       | 0.00%             | 2027-06-18      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8212774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $419.56       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7463744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $1168.60      | 0.00%             | 2035-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR15, Class XA                                                                | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9505000 | PA      | $493780.95    | 0.03%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1887062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1616.81      | 0.00%             | 2026-10-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4660611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6971273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $6.44         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8143539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $581.75       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7340672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21574 | PA      | $464.61       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13485505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7603 | PA      | $7799.11      | 0.00%             | 2026-05-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7002426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $72.96        | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2934626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2821.90      | 0.00%             | 2027-04-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8038749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $41.87        | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    746212 | PA      | $744906.25    | 0.04%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6033308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.09         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3437850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $0.00         | 0.00%             | 2032-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7316316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7722 | PA      | $87.12        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8009940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2354 | PA      | $828.56       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series D                                                                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1276321.06   | 0.07%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6941070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $104.11       | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4839467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950242.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1529.99      | 0.00%             | 2028-02-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3449353.60   | 0.18%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1754274.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1444.15      | 0.00%             | 2027-04-07      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $3156.24      | 0.00%             | 2027-04-14      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2602901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1897.43      | 0.00%             | 2027-02-10      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7616218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $70.71        | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16065337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $616.85       | 0.00%             | 2025-12-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14881643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10843 | PA      | $11100.05     | 0.00%             | 2027-07-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8035306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $333.22       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1882558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $594.24       | 0.00%             | 2026-10-20      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991803612.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $32.82        | 0.00%             | 2026-08-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991805184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4877319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11872702.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2959.04      | 0.00%             | 2026-02-20      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5833277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8213887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1427.73      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6506509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $0.01         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2434725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1481.02      | 0.00%             | 2027-01-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617490.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22943 | PA      | $5614.37      | 0.00%             | 2027-07-21      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17115080.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3676 | PA      | $3716.37      | 0.00%             | 2026-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2019-1, Class A1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4699707 | PA      | $4554305.17   | 0.23%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7936014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17355 | PA      | $5417.19      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $81976562.40  | 4.19%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13608599.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1289.85      | 0.00%             | 2025-09-23      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6973530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $10.19        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7286404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $2598.11      | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410KD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47703 | PA      | $48521.66     | 0.00%             | 2034-05-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5099070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1889370.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3521.90      | 0.00%             | 2026-10-20      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                          | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361562 | PA      | $363660.65    | 0.02%             | 2030-02-22      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6619927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $10.39        | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1887186.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $719.52       | 0.00%             | 2026-10-20      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612001.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1174.00      | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403DHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71096 | PA      | $73443.20     | 0.00%             | 2035-03-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2427875.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $400.42       | 0.00%             | 2027-01-13      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6865330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $4.48         | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                                             | CUSIP: 31300LS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110977 | PA      | $113115.87    | 0.01%             | 2036-10-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, First Lien, CME Term Loan, B                                                   | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102339 | PA      | $102424.12    | 0.01%             | 2032-07-22      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6314524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $0.54         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840028 | PA      | $837027.69    | 0.04%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5019192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $0.87         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2602456.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3489.50      | 0.00%             | 2027-02-10      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5997621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $0.06         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5532399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                            | Shinhan Bank Co. Ltd.                                                                             | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   6500000 | PA      | $6272782.82   | 0.32%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1688201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $4474.28      | 0.00%             | 2027-01-12      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7811989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $7.02         | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2287500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2004.23      | 0.00%             | 2026-12-21      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3480000 | PA      | $3475467.93   | 0.18%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    347520 | PA      | $347451.87    | 0.02%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7075884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $47.23        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                     | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1811120 | PA      | $1809559.88   | 0.09%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7656835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8122 | PA      | $5230.10      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7564071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $2556.36      | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2602895.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6725 | PA      | $3086.25      | 0.00%             | 2027-07-10      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4171680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.34         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1888517.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $803.00       | 0.00%             | 2026-10-20      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7876689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4687 | PA      | $2250.21      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4561751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.05         | 0.00%             | 2033-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7187139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $32.23        | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7242591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $14.71        | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6000204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7915836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2130.10      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8194971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41017 | PA      | $36810.56     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2609551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1162.48      | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7767426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $20.36        | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $815.11       | 0.00%             | 2027-09-14      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6942187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $25.73        | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7822550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $241.65       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3879998.42   | 0.20%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298101.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1136.39      | 0.00%             | 2026-12-22      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8184762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $432.44       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7064997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $21.53        | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13826786.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $794.15       | 0.00%             | 2026-06-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2932125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4787 | PA      | $4725.00      | 0.00%             | 2027-04-18      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6607977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1.36         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188308390.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $3109.74      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8055953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7474 | PA      | $7254.47      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4606149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $0.15         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5813539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $0.16         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2049063.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10697 | PA      | $10516.97     | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $128.59       | 0.00%             | 2025-09-14      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2299939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $486.63       | 0.00%             | 2026-12-22      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6777037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $2.52         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15183 | PA      | $14794.38     | 0.00%             | 2027-02-05      | Fixed         | 10.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-93, Class FD                                                                    | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8121021 | PA      | $8107276.04   | 0.41%             | 2054-12-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2693725.25   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                             | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    439660 | PA      | $409569.66    | 0.02%             | 2030-02-18      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1                                             | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1564390 | PA      | $1567142.88   | 0.08%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2034.33      | 0.00%             | 2027-04-22      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1679392.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2492 | PA      | $2490.01      | 0.00%             | 2026-12-15      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2381.52      | 0.00%             | 2026-12-21      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Investment Trust                          | American Home Mortgage Investment Trust, Series 2005-1, Class 6A                                  | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29027 | PA      | $28905.51     | 0.00%             | 2045-06-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1599596.19   | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19120 | PA      | $8400.09      | 0.00%             | 2027-06-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17439783.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1931.29      | 0.00%             | 2026-09-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7853646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28015 | PA      | $21242.98     | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2915.13      | 0.00%             | 2026-12-21      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188256153.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3672 | PA      | $1352.72      | 0.00%             | 2027-12-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294392.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8100 | PA      | $7973.17      | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6245007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7949460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $351.01       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2601898.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $621.23       | 0.00%             | 2027-02-10      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096631.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $133.17       | 0.00%             | 2026-11-22      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14911217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12657 | PA      | $12893.01     | 0.00%             | 2027-09-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4125734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $0.00         | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3472489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $0.00         | 0.00%             | 2032-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1708439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2897.77      | 0.00%             | 2027-03-09      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6720902.79   | 0.34%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7943096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $154.81       | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6797317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $7.52         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1979816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1193.19      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5845038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2287.18      | 0.00%             | 2027-04-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8186943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $39.82        | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4882604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2430067.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2146.14      | 0.00%             | 2027-01-14      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14728 | PA      | $14265.28     | 0.00%             | 2026-12-22      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-10219598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4701.64      | 0.00%             | 2026-08-11      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                             | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    516106 | PA      | $517925.71    | 0.03%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5627773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7050136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $20.95        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5200278.51   | 0.27%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13899643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22038 | PA      | $22383.17     | 0.00%             | 2027-05-28      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8134964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $240.79       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5088 | PA      | $4923.86      | 0.00%             | 2027-01-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4489974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $0.16         | 0.00%             | 2033-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2095395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $519.02       | 0.00%             | 2026-11-22      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3879 | PA      | $3793.99      | 0.00%             | 2027-12-28      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7600000 | PA      | $7202487.09   | 0.37%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7358768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $68.89        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7610672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $504.37       | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7065185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $148.52       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2261699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1317.40      | 0.00%             | 2026-12-22      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14868239.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5558 | PA      | $5644.15      | 0.00%             | 2027-07-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434868.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3548.54      | 0.00%             | 2027-01-14      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2295460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11618 | PA      | $8094.29      | 0.00%             | 2026-12-21      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2581968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5339 | PA      | $1160.15      | 0.00%             | 2027-07-10      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6867756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $4.14         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2019-137, Class PI                                                                   | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20460992 | PA      | $3951752.16   | 0.20%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6163115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404GV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       177 | PA      | $181.78       | 0.00%             | 2034-01-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7408049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $40.28        | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436225.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $442.06       | 0.00%             | 2027-01-18      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M1                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    646208 | PA      | $646178.14    | 0.03%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13767415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $7289.41      | 0.00%             | 2027-05-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5768898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1882812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11937 | PA      | $864.80       | 0.00%             | 2026-10-20      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7889784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $46.97        | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2427912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $407.56       | 0.00%             | 2027-01-13      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2428819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4077 | PA      | $4003.99      | 0.00%             | 2027-01-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1689314.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13317 | PA      | $13348.84     | 0.00%             | 2027-01-28      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407FUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4567 | PA      | $4688.03      | 0.00%             | 2035-08-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8014750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $37.04        | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6872268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $4.60         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       357 | PA      | $358.58       | 0.00%             | 2034-03-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1718952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $2969.77      | 0.00%             | 2026-09-15      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403CL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9251 | PA      | $9315.81      | 0.00%             | 2033-10-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6512222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $0.73         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121994 | PA      | $122156.46    | 0.01%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7515364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $44.77        | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13521024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7834 | PA      | $8256.06      | 0.00%             | 2027-05-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7506333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $10.97        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2213 | PA      | $2191.79      | 0.00%             | 2028-01-01      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14371156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $384.67       | 0.00%             | 2035-08-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                           | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    565911 | PA      | $534785.90    | 0.03%             | 2028-03-30      | Variable      | 13.04%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11022562.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2565.56      | 0.00%             | 2027-02-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3255010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $0.00         | 0.00%             | 2032-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4618545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2025-H3, Class A1                                                    | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194081 | PA      | $1203059.57   | 0.06%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2436679.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1690.51      | 0.00%             | 2027-01-18      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP, First Lien, Initial CME Term Loan                                            | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342000 | PA      | $343390.17    | 0.02%             | 2030-02-06      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   1581877 | PA      | $1592983.98   | 0.08%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951370.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $5721.50      | 0.00%             | 2027-09-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8185099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $434.16       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4867627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5754537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $0.05         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6644138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1.10         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385WTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10230 | PA      | $10338.76     | 0.00%             | 2032-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7870287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $221.38       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Texas State University System                                    | Texas State University System, Series 2019 B                                                      | CUSIP: 88278PZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4825000 | PA      | $4773638.36   | 0.24%             | 2026-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2615345.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3458 | PA      | $3388.38      | 0.00%             | 2027-02-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2606426.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1559.53      | 0.00%             | 2027-02-16      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5528209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9462 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2704.03      | 0.00%             | 2027-04-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2133217 | PA      | $2144486.33   | 0.11%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8188224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12261 | PA      | $11919.17     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1696000 | PA      | $1685442.91   | 0.09%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4100000 | PA      | $170617.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                              | Thornburg Mortgage Securities Trust, Series 2004-3, Class A                                       | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194794 | PA      | $182495.55    | 0.01%             | 2034-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188225211.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7085 | PA      | $6975.26      | 0.00%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5313405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4146.18      | 0.00%             | 2027-04-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2423014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9633 | PA      | $9392.74      | 0.00%             | 2027-01-13      | Fixed         | 10.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7605951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $58.01        | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8000369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10209 | PA      | $9355.69      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7135706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $3.76         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6941545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $16.84        | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                    | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     60686 | NS      | $878.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                            | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    701719 | PA      | $687905.33    | 0.04%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5738195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10672 | PA      | $4824.17      | 0.00%             | 2028-02-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8789 | PA      | $8568.34      | 0.00%             | 2027-01-14      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8116260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $634.03       | 0.00%             | 2026-02-23      | None          | 0.00%                 | 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        |    670783 | PA      | $596075.16    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2602616.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19927 | PA      | $19497.46     | 0.00%             | 2027-02-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047175.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $141.60       | 0.00%             | 2026-11-15      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5837836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7490950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $437.45       | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $3537.88      | 0.00%             | 2027-02-11      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3501 | PA      | $3435.73      | 0.00%             | 2027-02-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4579623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30289 | PA      | $0.75         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8202603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9733 | PA      | $6774.11      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-22, Class FG                                                                    | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6780133 | PA      | $6804046.91   | 0.35%             | 2054-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6408523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4162 | PA      | $4098.35      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045075.04   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7222126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10174 | PA      | $133.46       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4267608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $0.00         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7327011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $48.51        | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8206377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1552.75      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11904406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6967 | PA      | $7065.47      | 0.00%             | 2027-02-19      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2246443.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $92.93        | 0.00%             | 2026-12-21      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3336690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $0.24         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6967265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21745 | PA      | $7122.48      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047468.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $435.27       | 0.00%             | 2026-11-15      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1705442.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2489.78      | 0.00%             | 2026-09-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8128205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11184 | PA      | $9960.22      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4562273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.18         | 0.00%             | 2033-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13529032.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16540 | PA      | $17188.67     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4960 | PA      | $5116.41      | 0.00%             | 2036-11-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3513483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $0.00         | 0.00%             | 2032-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8162106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4810 | PA      | $4428.87      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6598899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $12.03        | 0.00%             | 2034-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7377362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $397.96       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11942494.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7803 | PA      | $8075.69      | 0.00%             | 2027-02-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6525021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $174.74       | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4968011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8060490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1340.08      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2428748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3872.04      | 0.00%             | 2027-01-13      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2641.40      | 0.00%             | 2027-04-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409DT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6800 | PA      | $6952.44      | 0.00%             | 2036-03-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11797 | PA      | $11547.87     | 0.00%             | 2027-07-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7303557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $8.27         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2670 | PA      | $2633.41      | 0.00%             | 2027-04-14      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403GC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3908 | PA      | $3991.22      | 0.00%             | 2033-10-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2429579.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $236.03       | 0.00%             | 2027-06-14      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2615423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7139 | PA      | $7006.32      | 0.00%             | 2027-02-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                              | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5862336 | PA      | $5884255.23   | 0.30%             | 2043-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2614826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $3827.53      | 0.00%             | 2027-07-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082000 | PA      | $1076130.04   | 0.06%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | New York Mortgage Trust, Series 2005-3, Class M1                                                  | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26010 | PA      | $25558.62     | 0.00%             | 2036-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4868930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6985220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $3.56         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6587383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.48         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405BD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19481 | PA      | $20158.72     | 0.00%             | 2035-03-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4315019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $0.00         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $2417.34      | 0.00%             | 2027-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5801823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $677.24       | 0.00%             | 2027-01-18      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Edwards Lifesciences Corp.                                       | Edwards Lifesciences Corp.                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299630.97    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2421701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10360 | PA      | $9979.55      | 0.00%             | 2027-11-13      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Tecta America Corp.                                              | Tecta America Corp., First Lien, Closing Date CME Term Loan                                       | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214286 | PA      | $215139.55    | 0.01%             | 2032-02-18      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1543.67      | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3363 | PA      | $3316.88      | 0.00%             | 2027-02-11      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3260194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7993734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $330.77       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15053109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9203 | PA      | $9373.44      | 0.00%             | 2027-07-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7289262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $40.30        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14923950.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6023 | PA      | $6122.53      | 0.00%             | 2027-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8185418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $3908.72      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4662056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40082 | PA      | $0.21         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $540.60       | 0.00%             | 2027-04-14      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1660093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1108.28      | 0.00%             | 2026-11-10      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20717 | PA      | $20401.32     | 0.00%             | 2026-12-21      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3435958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $0.13         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5807048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $3883.26      | 0.00%             | 2027-01-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4937358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $0.02         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1307.58      | 0.00%             | 2027-02-10      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    102774 | PA      | $102966.37    | 0.01%             | 2031-08-04      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4546342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-3, Class A1                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2454782 | PA      | $2479176.52   | 0.13%             | 2069-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2094489.21   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15038725.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $252.89       | 0.00%             | 2035-07-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Haleon US Capital LLC                                            | Haleon US Capital LLC                                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7573634.61   | 0.39%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7531841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $2497.26      | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1845.02      | 0.00%             | 2026-12-21      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6439475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $0.00         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094851.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16471 | PA      | $16305.56     | 0.00%             | 2026-11-22      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7691188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5782 | PA      | $4758.09      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7752414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $69.38        | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2095105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8196 | PA      | $5676.14      | 0.00%             | 2026-11-22      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409D4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5002 | PA      | $5191.69      | 0.00%             | 2036-04-01      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, 15 Year                                                                                     | CUSIP: 31419CAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4291 | PA      | $4276.04      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5890652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308693 | PA      | $2306734.53   | 0.12%             | 2054-09-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5842217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.03         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7836917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $12.36        | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7930670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2569.08      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4652170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $0.11         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1709420.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4817.89      | 0.00%             | 2027-02-16      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4878164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6602960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $0.69         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6839 | PA      | $6921.99      | 0.00%             | 2044-09-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5854302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.31         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6126608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $0.08         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2615937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4227 | PA      | $4143.60      | 0.00%             | 2027-02-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7332055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $2905.83      | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5414769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $694.84       | 0.00%             | 2027-01-13      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6639552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.24         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14025039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6339 | PA      | $6637.31      | 0.00%             | 2027-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1700562.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6706 | PA      | $6659.42      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4717011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL                                                            | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                                         | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    760922 | PA      | $760220.30    | 0.04%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3787 | PA      | $3661.61      | 0.00%             | 2027-02-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11742538.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9477 | PA      | $9632.89      | 0.00%             | 2026-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13725984.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14766 | PA      | $2854.72      | 0.00%             | 2027-05-17      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4990812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6057856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $0.27         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5557572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8212645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1090.29      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4968065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $0.44         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13963648.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9046 | PA      | $9325.52      | 0.00%             | 2026-06-19      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7568291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $215.53       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4589242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1756.69      | 0.00%             | 2027-01-13      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1001177 | PA      | $1007583.82   | 0.05%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4534513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7838689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24753 | PA      | $15243.40     | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2948170.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3268 | PA      | $3215.60      | 0.00%             | 2027-04-14      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411FVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8713 | PA      | $8824.79      | 0.00%             | 2037-09-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7951847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33213 | PA      | $21237.72     | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15234987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14958 | PA      | $15331.55     | 0.00%             | 2027-08-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                      | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $677911.58    | 0.03%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3616837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.02         | 0.00%             | 2032-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1287.13      | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403DMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22948 | PA      | $23579.62     | 0.00%             | 2036-05-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13623936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17056 | PA      | $17303.65     | 0.00%             | 2027-06-03      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | BNP Paribas Securities Corp.                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | Long             | RA               | CORP              | US        |  12561470 | PA      | $12561470.45  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    739115 | PA      | $738420.35    | 0.04%             | 2031-01-30      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2604773.57   | 0.13%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6215032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504853.52   | 0.13%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16019364.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15648 | PA      | $16279.58     | 0.00%             | 2027-08-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188123636.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1794.14      | 0.00%             | 2035-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3424617.02   | 0.18%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423407.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $716.05       | 0.00%             | 2027-01-13      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $1192.69      | 0.00%             | 2026-11-15      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11741994.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6408 | PA      | $6616.46      | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949492.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2293 | PA      | $2257.43      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                        | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3880000 | PA      | $3492164.12   | 0.18%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31401HGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       502 | PA      | $510.89       | 0.00%             | 2033-06-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402VRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13745 | PA      | $14013.89     | 0.00%             | 2033-09-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1717453.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13806 | PA      | $13490.90     | 0.00%             | 2026-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14227617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4986 | PA      | $5239.70      | 0.00%             | 2027-06-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $12.74        | 0.00%             | 2026-12-21      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12270281.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7775 | PA      | $7891.52      | 0.00%             | 2027-03-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $2020.36      | 0.00%             | 2026-11-15      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Honda Auto Receivables Owner Trust                               | Honda Auto Receivables Owner Trust, Series 2024-1, Class A2                                       | CUSIP: 437918AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923513 | PA      | $924033.32    | 0.05%             | 2026-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424441.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $124.86       | 0.00%             | 2027-01-13      | Fixed         | 8.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1882034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $75.92        | 0.00%             | 2027-05-20      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5293954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $0.00         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6196734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $0.06         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7353412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $1.48         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5181201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                              | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3367322.99   | 0.17%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $316.40       | 0.00%             | 2026-12-22      | Fixed         | 6.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5949246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $0.13         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7771470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $1557.02      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4763575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $0.09         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     31842 | PA      | $31983.00     | 0.00%             | 2030-12-19      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3311752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.00         | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5374200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7474 | PA      | $7227.32      | 0.00%             | 2027-02-10      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5416 | PA      | $5335.48      | 0.00%             | 2026-11-22      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15327014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9954 | PA      | $10080.53     | 0.00%             | 2026-08-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $462.67       | 0.00%             | 2027-02-11      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4743 | PA      | $4640.90      | 0.00%             | 2027-12-11      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $4046.84      | 0.00%             | 2027-04-14      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986069.60   | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16906029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5631 | PA      | $5748.83      | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    769941 | PA      | $771061.12    | 0.04%             | 2032-01-28      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2048610.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2756.28      | 0.00%             | 2026-11-15      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4138127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $0.00         | 0.00%             | 2032-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                              | Calpine Construction Finance Co. LP, First Lien, Refinancing CME Term Loan                        | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    250000 | PA      | $250463.75    | 0.01%             | 2030-07-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6696188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $144.99       | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12032996.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2820.51      | 0.00%             | 2026-05-22      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5162594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7028576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.28         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5836241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $0.19         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7697053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1716 | PA      | $1233.51      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8051738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $230.65       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610903.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10898 | PA      | $10709.42     | 0.00%             | 2027-02-11      | Fixed         | 34.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5820 | PA      | $4058.41      | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1                                       | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903141 | PA      | $908693.02    | 0.05%             | 2064-02-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4746441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $0.00         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8135499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1342.04      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1023000 | PA      | $1033160.03   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8196327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $521.12       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6704732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $5.47         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7380824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $25.62        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3215545.58   | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7883010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2259.50      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5300000 | PA      | $5486921.62   | 0.28%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6499048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $8.69         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7479216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $319.72       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7802938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $1713.30      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1753719.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3967 | PA      | $3923.59      | 0.00%             | 2027-04-07      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6777288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19254 | PA      | $28.98        | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6452451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $0.67         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6935560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $8.92         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8116985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $796.25       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Star Holding LLC                                                 | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    746241 | PA      | $735420.11    | 0.04%             | 2031-07-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                             | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30350 | PA      | $29065.72     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7025124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $231.42       | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8048248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14030 | PA      | $8863.42      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6957334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $60.32        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8004401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $376.86       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15425472.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19516 | PA      | $2609.17      | 0.00%             | 2027-07-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5473313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $0.02         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5929107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $0.12         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5600497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402CXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $10.64        | 0.00%             | 2032-06-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7481878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2953 | PA      | $54.09        | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4342268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.22         | 0.00%             | 2032-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1649350.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $5083.34      | 0.00%             | 2026-10-28      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7947566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $803.59       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1718497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $876.40       | 0.00%             | 2026-09-15      | Fixed         | 32.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8159278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.31        | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8256 | PA      | $8343.88      | 0.00%             | 2043-06-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6620227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26251 | PA      | $22.02        | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612243.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $828.17       | 0.00%             | 2027-02-11      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6706540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $11.48        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                               | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1663148 | PA      | $1130940.72   | 0.06%             | 2026-10-07      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1885417.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1852.44      | 0.00%             | 2026-10-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4832246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4679063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2300108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $576.29       | 0.00%             | 2026-12-22      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    746241 | PA      | $747136.10    | 0.04%             | 2031-09-19      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6017671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2606882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3146 | PA      | $3077.60      | 0.00%             | 2027-02-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1704399.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19285 | PA      | $10546.94     | 0.00%             | 2027-11-03      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2618241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $4327.23      | 0.00%             | 2027-02-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7541816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $403.89       | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                     | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    413521 | PA      | $346323.84    | 0.02%             | 2028-03-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4622912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3320535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13177 | PA      | $0.00         | 0.00%             | 2032-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4362 | PA      | $4270.78      | 0.00%             | 2027-02-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13682302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4672 | PA      | $4837.71      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4829826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $0.09         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293501.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2319.49      | 0.00%             | 2026-12-21      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7726791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $67.52        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5255302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19141 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2395761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12663 | PA      | $12419.00     | 0.00%             | 2027-01-13      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8077232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $837.31       | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6567237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18447 | PA      | $10.54        | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2944042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $7591.04      | 0.00%             | 2027-04-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6492780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14698 | PA      | $6.38         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7378054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $267.09       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2433321.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $871.46       | 0.00%             | 2027-01-14      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3629212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $0.02         | 0.00%             | 2032-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949215.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7515 | PA      | $7284.32      | 0.00%             | 2027-04-14      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $99374706.90  | 5.08%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Battalion CLO IX Ltd.                                            | Battalion CLO IX Ltd., Series 2015-9A, Class ARR                                                  | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $9107816.90   | 0.47%             | 2031-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609619.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1358.25      | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13484916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9901 | PA      | $10119.07     | 0.00%             | 2027-06-19      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1742747.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5466 | PA      | $4515.17      | 0.00%             | 2027-04-15      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-39, Class DF                                                                    | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6858220 | PA      | $6862470.22   | 0.35%             | 2054-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5820697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2603700.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $706.06       | 0.00%             | 2027-07-10      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6443707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35282 | PA      | $6.56         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15544956.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8159 | PA      | $8352.01      | 0.00%             | 2027-08-15      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7648074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $64.02        | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6075 | PA      | $5963.72      | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13628676.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5738 | PA      | $5875.25      | 0.00%             | 2027-05-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $841.91       | 0.00%             | 2027-01-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $390.57       | 0.00%             | 2026-11-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14937680.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5949 | PA      | $6021.92      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1886189.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $132.35       | 0.00%             | 2026-10-20      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| N/A                                                              | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8700000 | PA      | $94547.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7890802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $705.29       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6728590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $7.42         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412595 | PA      | $1413365.89   | 0.07%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8416 | PA      | $8617.69      | 0.00%             | 2035-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1018.98      | 0.00%             | 2027-01-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3605.25      | 0.00%             | 2027-01-14      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8046718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $48.63        | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7988632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $5776.73      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -235 | NC      | $-110489.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7898972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7993 | PA      | $6620.81      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1885766.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9896 | PA      | $9713.35      | 0.00%             | 2026-10-20      | Fixed         | 12.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8166181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $654.51       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6585824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $0.79         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6901684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $8.24         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3233993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $0.07         | 0.00%             | 2032-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2622 | PA      | $2574.24      | 0.00%             | 2027-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951735.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $433.61       | 0.00%             | 2025-09-14      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12270370.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8412 | PA      | $8471.30      | 0.00%             | 2026-02-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14160424.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9197 | PA      | $9747.39      | 0.00%             | 2027-07-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4923842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.00         | 0.00%             | 2033-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7163945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $45.41        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71800000 | PA      | $71463437.50  | 3.65%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8053068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $11.19        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403UYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1069 | PA      | $1083.98      | 0.00%             | 2033-11-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402LGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5554 | PA      | $5592.17      | 0.00%             | 2033-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409XZZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20468 | PA      | $21037.76     | 0.00%             | 2036-02-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5922874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9877 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4863679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16205 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6919873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $8.52         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5597324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5951713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6479843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5871974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR2, Class A                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3673071 | PA      | $3636087.61   | 0.19%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7931938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $237.70       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5154060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16070360.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13870 | PA      | $14280.17     | 0.00%             | 2026-07-10      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    138134 | PA      | $138608.85    | 0.01%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7703447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $991.65       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16071674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5784 | PA      | $6012.79      | 0.00%             | 2027-08-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7721341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $567.47       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5316290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2211.18      | 0.00%             | 2027-04-14      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $961.31       | 0.00%             | 2026-12-21      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Carrier Global Corp.                                             | Carrier Global Corp.                                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4864716.45   | 0.25%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8139490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1079.11      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409VAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158093 | PA      | $162993.70    | 0.01%             | 2036-02-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7884994.69   | 0.40%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7631309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $589.32       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6620476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18146 | PA      | $18.34        | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $935.29       | 0.00%             | 2027-02-10      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6706486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $2.42         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8137939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $119.84       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410SXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2074 | PA      | $2129.64      | 0.00%             | 2036-06-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                            | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $939648.60    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7078893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13551 | PA      | $115.12       | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2428444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $2311.43      | 0.00%             | 2027-01-13      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188303635.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6054 | PA      | $4832.04      | 0.00%             | 2027-06-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15743821.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $4383.45      | 0.00%             | 2026-08-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                  | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    135323 | PA      | $38905.26     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402HZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        88 | PA      | $89.25        | 0.00%             | 2033-10-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6276874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $0.18         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6423702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19832 | PA      | $4.40         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6634481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $3.51         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13800465.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5754.38      | 0.00%             | 2027-05-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5518301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22861 | PA      | $0.75         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7775920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1350.06      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2024-INV1, Class A1                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |   1806704 | PA      | $1810520.46   | 0.09%             | 2068-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5262459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $0.04         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21092 | PA      | $12660.54     | 0.00%             | 2027-10-22      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5719839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991803773.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7903379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $3039.62      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4738 | PA      | $4636.07      | 0.00%             | 2027-02-11      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $503.25       | 0.00%             | 2026-11-22      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1717725 | PA      | $1720327.35   | 0.09%             | 2045-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8202121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $906.40       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4819764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31412BTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1016 | PA      | $1043.43      | 0.00%             | 2034-04-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7309149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17102 | PA      | $294.97       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clue Opco LLC                                                    | Clue Opco LLC, First Lien, CME Term Loan, B                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    520000 | PA      | $521596.40    | 0.03%             | 2030-12-19      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1742 | PA      | $1740.63      | 0.00%             | 2040-10-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4337 | PA      | $609.82       | 0.00%             | 2027-07-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8016338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $693.49       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188450442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12267 | PA      | $11927.71     | 0.00%             | 2027-04-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8107733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8116 | PA      | $7905.71      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7856445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3640.61      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16036383.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3955 | PA      | $4070.27      | 0.00%             | 2026-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1819.10      | 0.00%             | 2026-12-22      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16640720.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15752 | PA      | $15947.82     | 0.00%             | 2026-09-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6047820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $0.14         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V15, Class XA                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46799887 | PA      | $2227248.76   | 0.11%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    666518 | PA      | $667800.71    | 0.03%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15594751.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9388 | PA      | $9500.29      | 0.00%             | 2026-08-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7836366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7680 | PA      | $4971.06      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6516725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.51         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6514021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $83.64        | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    580976 | PA      | $581228.67    | 0.03%             | 2032-04-01      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16637870.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5271 | PA      | $5343.45      | 0.00%             | 2026-09-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7652433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33294 | PA      | $546.92       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3297.50      | 0.00%             | 2026-11-15      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8164341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1817.54      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2404751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7889 | PA      | $7741.45      | 0.00%             | 2027-01-13      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                             | Bayer US Finance LLC                                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3353742.59   | 0.17%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516377 | PA      | $514717.20    | 0.03%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6219359.07   | 0.32%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612579.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $159.79       | 0.00%             | 2027-02-11      | Fixed         | 13.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6141598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8126365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16856 | PA      | $16294.46     | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2297604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $609.79       | 0.00%             | 2026-12-22      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4582331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $0.42         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2616788.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5789 | PA      | $5682.82      | 0.00%             | 2027-02-14      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31388GPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13448 | PA      | $13621.47     | 0.00%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425371.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $914.37       | 0.00%             | 2027-01-13      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3366564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $0.03         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1182668.76   | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4581333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $1.08         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $881.20       | 0.00%             | 2027-04-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048978.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3966 | PA      | $3897.21      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5110232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $0.00         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5065553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $3243.33      | 0.00%             | 2027-01-18      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $645.27       | 0.00%             | 2027-04-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7790447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1003.73      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AGL CLO 13 Ltd.                                                  | AGL CLO 13 Ltd., Series 2021-13A, Class A1R                                                       | CUSIP: 00120JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2550000.00   | 0.13%             | 2034-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5627076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7284 | PA      | $0.07         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17272402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17137 | PA      | $17728.32     | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31384WAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.41         | 0.00%             | 2029-01-01      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7981527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1672.75      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Bank USA                                           | Goldman Sachs Bank USA                                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6825423.91   | 0.35%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7915632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1237.72      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7750529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1406.41      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $280.94       | 0.00%             | 2027-02-11      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4079086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.16         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8162740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4052 | PA      | $2488.79      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5538 | PA      | $5462.74      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8287647.73   | 0.42%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7192505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $7.08         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7919475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $241.84       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6976 | PA      | $6889.14      | 0.00%             | 2027-06-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6007073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $0.01         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2604033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4179 | PA      | $4096.42      | 0.00%             | 2027-02-25      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5600512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8322 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $481.83       | 0.00%             | 2026-12-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300162.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $455.27       | 0.00%             | 2026-12-22      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2024402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $4928.40      | 0.00%             | 2026-12-06      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14057284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16628 | PA      | $16895.68     | 0.00%             | 2027-04-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                             | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    764713 | PA      | $703941.40    | 0.04%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14143499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17307 | PA      | $17855.47     | 0.00%             | 2027-08-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6161916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.02         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $537.88       | 0.00%             | 2027-04-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7434 | PA      | $7320.15      | 0.00%             | 2027-04-20      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6996992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26963 | PA      | $204.78       | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                     | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    537300 | PA      | $532711.94    | 0.03%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8101006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3278.13      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4612864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $0.03         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2297460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21563 | PA      | $15191.60     | 0.00%             | 2026-12-22      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1714570.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3588 | PA      | $3525.08      | 0.00%             | 2027-07-25      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6521243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2.81         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7736449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $211.07       | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1863.44      | 0.00%             | 2027-01-18      | Fixed         | 8.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5155680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $0.04         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14225512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4876 | PA      | $5027.35      | 0.00%             | 2027-06-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                        | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    165752 | PA      | $166490.27    | 0.01%             | 2029-05-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4413957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2033-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14147815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $566.23       | 0.00%             | 2026-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1802.29      | 0.00%             | 2027-01-22      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8041672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $407.70       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6602728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.22         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $797.24       | 0.00%             | 2026-12-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14177752.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13127 | PA      | $8518.37      | 0.00%             | 2027-09-18      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1955.11      | 0.00%             | 2027-06-13      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4586510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4603785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $0.12         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5855717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $0.08         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4906573.50   | 0.25%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7649087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9266 | PA      | $223.17       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6958559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14245 | PA      | $1663.78      | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3381.48      | 0.00%             | 2026-11-15      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411SNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6837 | PA      | $7007.81      | 0.00%             | 2037-02-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2863127 | PA      | $2881103.81   | 0.15%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5228 | PA      | $5185.10      | 0.00%             | 2027-04-16      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7875074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $448.80       | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405VHD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2678 | PA      | $2677.78      | 0.00%             | 2034-07-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                    | K2016470219 South Africa Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |  12326925 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1692458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1804.25      | 0.00%             | 2027-02-15      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16931630.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $566.12       | 0.00%             | 2025-09-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7846983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $343.05       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7172761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $728.88       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4831455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1888117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1520.63      | 0.00%             | 2026-10-20      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14688717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $3526.03      | 0.00%             | 2026-07-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                            | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9228 | NS      | $444807.16    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of New York Mellon (The)                                    | Bank of New York Mellon (The)                                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3183913.72   | 0.16%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14870900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5999 | PA      | $6100.84      | 0.00%             | 2026-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2046704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $4614.53      | 0.00%             | 2026-11-15      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Toorak Mortgage Trust                                            | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                                                | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $907969.52    | 0.05%             | 2040-02-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6280869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                           | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1844530.60   | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6780703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $16.90        | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3907735.85   | 0.20%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9370542 | PA      | $8985304.56   | 0.46%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12361627.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9140 | PA      | $9256.28      | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5122398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8123064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1749.90      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5254554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $0.11         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6545807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $0.78         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16335329.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9147 | PA      | $9308.46      | 0.00%             | 2027-09-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31417JBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5144 | PA      | $5248.13      | 0.00%             | 2038-09-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                            | Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A                                 | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    201215 | PA      | $201425.13    | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6235160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $0.00         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7308932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $9.20         | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7372112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $38.74        | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7782728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10904 | PA      | $5184.11      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14066107.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17057 | PA      | $17335.32     | 0.00%             | 2027-06-19      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2438805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $3816.88      | 0.00%             | 2027-01-18      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11870 | PA      | $5024.02      | 0.00%             | 2027-09-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406GLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4148 | PA      | $4180.39      | 0.00%             | 2035-02-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                       | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $841500.00    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6318 | PA      | $1695.15      | 0.00%             | 2026-12-21      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614897.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $432.62       | 0.00%             | 2027-02-11      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7382858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $188.33       | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV2, Class A1                                            | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    696130 | PA      | $699575.16    | 0.04%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16078255.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8965 | PA      | $9247.23      | 0.00%             | 2026-08-26      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2139.05      | 0.00%             | 2026-11-15      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4095538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $0.00         | 0.00%             | 2032-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7066194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28131 | PA      | $365.05       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8220573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2394 | PA      | $2362.86      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1854.30      | 0.00%             | 2026-12-21      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7336967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $81.56        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2602032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3687.45      | 0.00%             | 2027-07-10      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8165388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6778 | PA      | $6220.71      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1857.38      | 0.00%             | 2026-11-15      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6943108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $8.73         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403CZ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18315 | PA      | $18761.39     | 0.00%             | 2035-09-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7935404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1138.05      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                       | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504818 | PA      | $501503.40    | 0.03%             | 2031-09-30      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7951787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $7.77         | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8042258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $3757.84      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5598446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16811535.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14398 | PA      | $14987.21     | 0.00%             | 2026-08-03      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6631472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $2.28         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $2770.92      | 0.00%             | 2027-01-14      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409A5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       237 | PA      | $241.26       | 0.00%             | 2036-03-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4627946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6767536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12363 | PA      | $1051.81      | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $765.79       | 0.00%             | 2027-10-21      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       456 | PA      | $466.21       | 0.00%             | 2035-09-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                     | American Express Credit Account Master Trust, Series 2022-3, Class A                              | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  18235000 | PA      | $18227675.00  | 0.93%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2422250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $1327.70      | 0.00%             | 2027-01-13      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7919297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $594.41       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4079838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $0.00         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5972346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $0.46         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6147217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8748 | PA      | $4495.46      | 0.00%             | 2027-02-14      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $242.87       | 0.00%             | 2026-12-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2601501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $2029.13      | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8157291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $83.69        | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4955556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $0.00         | 0.00%             | 2033-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                            | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102672 | PA      | $102693.25    | 0.01%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6548112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $4.44         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $4251.46      | 0.00%             | 2027-02-10      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                               | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3044288.00   | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                               | Honda Auto Receivables Owner Trust, Series 2023-4, Class A3                                       | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7010000 | PA      | $7075087.85   | 0.36%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       154 | PA      | $155.01       | 0.00%             | 2037-04-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6352903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $0.00         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31377CP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       960 | PA      | $956.89       | 0.00%             | 2026-02-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $761.73       | 0.00%             | 2027-02-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $829.44       | 0.00%             | 2027-01-13      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14083608.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3376.83      | 0.00%             | 2027-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2618649.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5902 | PA      | $5781.06      | 0.00%             | 2027-07-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $661.67       | 0.00%             | 2027-02-10      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121232 | PA      | $121554.90    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5833923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5394107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.05         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-INV1, Class A1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    605922 | PA      | $609329.84    | 0.03%             | 2069-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604038 | PA      | $1612894.86   | 0.08%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15493477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6173 | PA      | $6284.81      | 0.00%             | 2026-08-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7256609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $43.30        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950575.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1413.28      | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                                                               | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1593249.78   | 0.08%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | 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        |   1000000 | PA      | $995128.49    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $3435.42      | 0.00%             | 2026-11-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7518814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1071 | PA      | $732.60       | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6448382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $83.88        | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 187548960.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8815 | PA      | $8656.90      | 0.00%             | 2027-04-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1646915.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5419.20      | 0.00%             | 2026-10-29      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13485109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5818 | PA      | $6126.04      | 0.00%             | 2027-05-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1                                       | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4707868 | PA      | $4727375.58   | 0.24%             | 2063-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7873357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $1024.89      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1055 | PA      | $1073.32      | 0.00%             | 2037-04-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2049034.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $2161.72      | 0.00%             | 2026-11-15      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Deutsche Bank Securities Inc.                                    | Deutsche Bank Securities Inc.                                                                     | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   3907497 | PA      | $3907496.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6529506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $0.49         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6768384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $16.00        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5843755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31391SSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3005 | PA      | $3063.36      | 0.00%             | 2032-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14200239.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12085 | PA      | $12193.65     | 0.00%             | 2027-06-06      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2425940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6379.28      | 0.00%             | 2027-01-13      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8026166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10586 | PA      | $10467.85     | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2299447.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $157.74       | 0.00%             | 2026-12-22      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM Trust, Series 2024-AFC1, Class A1                                                           | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512683 | PA      | $1522275.45   | 0.08%             | 2059-03-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7863771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $1160.49      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7942328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $29.58        | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3573904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $0.00         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31400FEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10494 | PA      | $10718.14     | 0.00%             | 2033-07-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48416 | PA      | $49458.18     | 0.00%             | 2044-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $110.52       | 0.00%             | 2026-12-21      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8029246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25021 | PA      | $12082.58     | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6554172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $0.12         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2437428.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1350.62      | 0.00%             | 2027-01-18      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13628761.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $2586.34      | 0.00%             | 2027-09-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7869279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $4.86         | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3210332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $0.08         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2438645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2108.56      | 0.00%             | 2027-06-26      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6681781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $7.85         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8178732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $4142.22      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5565348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8568 | PA      | $0.24         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6387 | PA      | $6320.27      | 0.00%             | 2026-12-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8205214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $1016.47      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7957265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2146 | PA      | $1621.54      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7798391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $373.69       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2727.21      | 0.00%             | 2027-11-14      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| First Eagle Holdings, Inc.                                       | First Eagle Holdings, Inc., First Lien, CME Term Loan, B2                                         | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345625 | PA      | $345823.73    | 0.02%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7508579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15613 | PA      | $9662.34      | 0.00%             | 2035-08-16      | 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        |   7676000 | PA      | $0.00         | 0.00%             | 2024-02-14      | Floating      | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6169587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188186124.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4131 | PA      | $4005.60      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1694575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7654 | PA      | $7613.42      | 0.00%             | 2027-01-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11939491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $6090.10      | 0.00%             | 2027-01-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $988.02       | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5534, Class FY                                                                      | CUSIP: 3137HLEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9617887 | PA      | $9670779.90   | 0.49%             | 2055-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.             | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324906.79    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6448059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3224 | PA      | $3172.30      | 0.00%             | 2026-12-21      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6892716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15393 | PA      | $42.50        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7934586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $988.29       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7170354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $864.42       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6788053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $11.81        | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5813279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7466589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $178.64       | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5974110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5903696.94   | 0.30%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5160593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14722 | PA      | $0.31         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14938376.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $7051.52      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402QX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5364 | PA      | $5452.93      | 0.00%             | 2035-01-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1693289.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4874 | PA      | $4806.68      | 0.00%             | 2027-12-21      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6826936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $3.16         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SK Hynix, Inc.                                                   | SK Hynix, Inc.                                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9900000 | PA      | $9758475.44   | 0.50%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2569773 | PA      | $2672764.36   | 0.14%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7955770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11019 | PA      | $8127.61      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6796725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13083 | PA      | $138.19       | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7860273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $271.32       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2860407.75   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7993784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $2773.02      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fifth Third Bank NA                                              | Fifth Third Bank NA                                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2445391.47   | 0.13%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 187514926.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3800 | PA      | $3898.87      | 0.00%             | 2027-04-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Octagon 56 Ltd.                                                  | Octagon 56 Ltd., Series 2021-1A, Class A                                                          | CUSIP: 67577EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15049488.78  | 0.77%             | 2034-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3436486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4215 | PA      | $2441.23      | 0.00%             | 2027-01-14      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1868.89      | 0.00%             | 2027-01-14      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8136604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $1871.29      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3234758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2292945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $407.66       | 0.00%             | 2027-10-21      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2018-1, Class A2                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489099 | PA      | $478991.62    | 0.02%             | 2057-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2004-11, Class 2A1                                        | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421700 | PA      | $401798.30    | 0.02%             | 2034-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6163558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7647640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $130.33       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4142060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5575033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $0.08         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8007128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3465.26      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Onity Loan Investment Trust                                      | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855344 | PA      | $1798489.26   | 0.09%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                      | Equinor ASA                                                                                       | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   5400000 | PA      | $5331822.35   | 0.27%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                   | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDQ1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1895680.32   | 0.10%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410F4H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14449 | PA      | $14808.60     | 0.00%             | 2037-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                                | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6507875.65   | 0.33%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2090.11      | 0.00%             | 2026-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4877302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $0.04         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4243.38      | 0.00%             | 2026-11-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7461437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $32.49        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17193229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7441 | PA      | $7591.58      | 0.00%             | 2027-09-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7991684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $32.28        | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6614501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $6.51         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $1465.94      | 0.00%             | 2027-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4981.08      | 0.00%             | 2027-06-06      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6236427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10363 | PA      | $0.34         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7185609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $318.27       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6884806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $1.43         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6234555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6986211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $10.88        | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409VJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25880 | PA      | $26504.65     | 0.00%             | 2036-07-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4465207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $0.22         | 0.00%             | 2033-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405WAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11288 | PA      | $11269.70     | 0.00%             | 2034-06-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7378849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $298.45       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7790216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3101.80      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2609196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2520.19      | 0.00%             | 2027-02-10      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16681815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8064 | PA      | $8160.31      | 0.00%             | 2026-09-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4630473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15723564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1960.41      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13351 | PA      | $963.86       | 0.00%             | 2027-09-15      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404SLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7460 | PA      | $7647.35      | 0.00%             | 2034-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8151728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3089.86      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7585646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $27.24        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8207712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $83.19        | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    489294 | PA      | $491206.93    | 0.03%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6015922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $0.15         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7088413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $2.68         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2614922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4354 | PA      | $4258.12      | 0.00%             | 2027-02-11      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Eaton Capital ULC                                                | Eaton Capital ULC                                                                                 | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   3100000 | PA      | $3100291.99   | 0.16%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7269980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6700 | PA      | $868.39       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991959965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP, First Lien, CME Term Loan, B                                               | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    109862 | PA      | $109449.99    | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13554 | PA      | $6648.03      | 0.00%             | 2027-04-14      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1689323.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1391.86      | 0.00%             | 2027-01-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7944951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $13.86        | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2438087.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20935 | PA      | $1508.55      | 0.00%             | 2027-02-01      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071706.00   | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8151554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1718.71      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                         | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1985155 | PA      | $1986181.56   | 0.10%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5172784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6176 | PA      | $0.12         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6769991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9490 | PA      | $35.39        | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2431137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $438.37       | 0.00%             | 2027-01-14      | Fixed         | 29.79%                | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501232 | PA      | $501593.16    | 0.03%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6026398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7970899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8001 | PA      | $165.56       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4549725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $0.96         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14324970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7358 | PA      | $7757.73      | 0.00%             | 2027-06-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5989761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $0.01         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7910287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1056.60      | 0.00%             | 2025-12-19      | 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        |    126338 | PA      | $126159.96    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $1758.47      | 0.00%             | 2026-12-22      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5110450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $0.17         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16728029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $3265.40      | 0.00%             | 2026-09-09      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7874157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $133.08       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14187476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12537 | PA      | $12889.68     | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6151254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33491 | PA      | $2.07         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3823 | PA      | $3910.42      | 0.00%             | 2040-04-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2126.40      | 0.00%             | 2026-12-22      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                        | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011061.00   | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6574116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1.21         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5027172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7889618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $2306.85      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                              | Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3                                      | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9378950 | PA      | $9396924.68   | 0.48%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3661495.74   | 0.19%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3432767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $0.04         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3849333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8085 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7716286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $343.72       | 0.00%             | 2025-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15702332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5310 | PA      | $5428.94      | 0.00%             | 2027-08-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4519611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12933 | PA      | $0.27         | 0.00%             | 2033-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7443306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $10.68        | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $994.04       | 0.00%             | 2027-04-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4880109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10497 | PA      | $0.41         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6621448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16063 | PA      | $1524.74      | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5114571.47   | 0.26%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1716175.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $1065.66      | 0.00%             | 2026-09-15      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $6893.56      | 0.00%             | 2027-02-11      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $3064.56      | 0.00%             | 2027-02-14      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2014-IVR3, Class A1                                                            | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240495 | PA      | $224788.52    | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | 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        |   5260737 | PA      | $5252280.09   | 0.27%             | 2036-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2034466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1076.99      | 0.00%             | 2026-11-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949894.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $169.51       | 0.00%             | 2027-04-14      | Fixed         | 31.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $2848.71      | 0.00%             | 2027-09-14      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2052.67      | 0.00%             | 2027-02-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1946.39      | 0.00%             | 2026-12-21      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429892.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $810.02       | 0.00%             | 2027-01-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188277503.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4903 | PA      | $4997.63      | 0.00%             | 2027-04-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6624855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $0.72         | 0.00%             | 2034-10-29      | 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        |      4521 | PA      | $2317.77      | 0.00%             | 2045-04-17      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5156338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4345972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $0.24         | 0.00%             | 2032-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7033 | PA      | $4686.06      | 0.00%             | 2027-05-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4383604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $0.20         | 0.00%             | 2032-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5641349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2299056.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $176.93       | 0.00%             | 2026-12-22      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7251914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $42.46        | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8060190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2797.21      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7442087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $15.72        | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1886674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1747.50      | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4981810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3195.80      | 0.00%             | 2026-12-22      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    569648 | PA      | $505206.58    | 0.03%             | 2028-03-06      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2430189.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2594 | PA      | $2548.16      | 0.00%             | 2027-01-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17244225.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9994 | PA      | $10144.88     | 0.00%             | 2027-09-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6992507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $102.22       | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7884810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $16.57        | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7113376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $16.13        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2432124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15215 | PA      | $14746.10     | 0.00%             | 2027-01-14      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6200609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $0.02         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1886617.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7576 | PA      | $7444.66      | 0.00%             | 2029-03-20      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8119327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5879 | PA      | $3948.64      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8003598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1448.23      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6936776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $54.79        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6514949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $4.38         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8073755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16940 | PA      | $3969.13      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16715 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432337.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $5391.85      | 0.00%             | 2027-01-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                 | Radar Bidco SARL, First Lien, USD CME Term Loan, B2                                               | CUSIP: L7781HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    208329 | PA      | $209110.67    | 0.01%             | 2031-04-04      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15037668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6414 | PA      | $6771.94      | 0.00%             | 2027-09-23      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406YCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1542 | PA      | $1570.02      | 0.00%             | 2035-07-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6319933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14196 | PA      | $0.35         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $347.03       | 0.00%             | 2027-04-28      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4880571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14651 | PA      | $0.35         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3612313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $0.00         | 0.00%             | 2032-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6671137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $33.18        | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6546599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $0.48         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2611559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1601.15      | 0.00%             | 2027-02-11      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Paramount Global                                                 | Paramount Global                                                                                  | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $5125801.02   | 0.26%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16599721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3304 | PA      | $3322.50      | 0.00%             | 2027-09-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6731578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $73.10        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6985777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $4.05         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                             | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230688 | PA      | $231506.24    | 0.01%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406DJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13171 | PA      | $13313.60     | 0.00%             | 2034-11-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6052 | PA      | $5930.51      | 0.00%             | 2027-01-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7983412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $313.90       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4991412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $0.18         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2659019 | PA      | $2668316.53   | 0.14%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                        | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2179290.74   | 0.11%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7758233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1324.82      | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5901096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609019.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2186.87      | 0.00%             | 2027-02-10      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6993196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $12.00        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17331723.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $3415.81      | 0.00%             | 2026-09-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8044027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3467 | PA      | $3450.70      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1695334.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $4198.24      | 0.00%             | 2027-01-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26117 | PA      | $25728.08     | 0.00%             | 2027-04-22      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7124204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $4.43         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain plc                                                       | Entain plc, First Lien, CME Term Loan, B3                                                         | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |    198000 | PA      | $198578.16    | 0.01%             | 2029-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                      | Providence St Joseph Health Obligated Group, Series H                                             | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14697.09     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                  | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3261046.02   | 0.17%             | 2036-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12412441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15405 | PA      | $15674.17     | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4548999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5821573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $0.02         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10970 | PA      | $11256.31     | 0.00%             | 2037-06-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $3269.67      | 0.00%             | 2026-12-22      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2424580.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11632 | PA      | $11452.47     | 0.00%             | 2027-06-13      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17433516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13459 | PA      | $9486.74      | 0.00%             | 2027-11-12      | Fixed         | 20.49%                | 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        |    383750 | PA      | $382840.68    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4500.65      | 0.00%             | 2027-02-11      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047067.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $9780.72      | 0.00%             | 2027-09-15      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15589148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3923 | PA      | $3973.37      | 0.00%             | 2026-10-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7797027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6286 | PA      | $4627.94      | 0.00%             | 2025-11-16      | 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        |      -375 | NC      | $-76648.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STS Operating, Inc.                                              | STS Operating, Inc., First Lien, First Refinancing CME Term Loan                                  | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    639059 | PA      | $639161.07    | 0.03%             | 2031-03-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5667327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22164 | PA      | $0.62         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4080547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $0.10         | 0.00%             | 2032-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7372242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $1547.76      | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7472376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $704.18       | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BroadStreet Partners, Inc.                                       | BroadStreet Partners, Inc., First Lien, 2024 CME Term Loan, B                                     | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    512446 | PA      | $513404.11    | 0.03%             | 2031-06-16      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7967637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $1891.44      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2616093.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $1969.37      | 0.00%             | 2027-02-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4981564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $129.82       | 0.00%             | 2027-05-10      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7951324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $252.48       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1888979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6304 | PA      | $6199.88      | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7566716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1279.11      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14192027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7049 | PA      | $7122.22      | 0.00%             | 2026-06-19      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8199241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $3018.13      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7622855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $98.96        | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                           | CUSIP: 36202KZN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       186 | PA      | $185.32       | 0.00%             | 2026-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15811836.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13162 | PA      | $13631.61     | 0.00%             | 2027-08-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1885184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5331 | PA      | $5260.99      | 0.00%             | 2026-10-20      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7797677.27   | 0.40%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4455128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $0.06         | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6955514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $17.13        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-10229823.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4732 | PA      | $4975.21      | 0.00%             | 2027-01-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4510936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.00         | 0.00%             | 2033-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Discover Card Execution Note Trust                               | Discover Card Execution Note Trust, Series 2023-A2, Class A                                       | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10431960.20  | 0.53%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1683096 | PA      | $1689388.75   | 0.09%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7891927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $10.47        | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2611103.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $1908.87      | 0.00%             | 2027-02-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5144732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $0.04         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9076 | PA      | $8986.80      | 0.00%             | 2027-04-14      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7262080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56215 | PA      | $471.39       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                      | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1167966.12   | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5584916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $0.07         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31419DYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22061 | PA      | $22411.82     | 0.00%             | 2040-08-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4352239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $0.64         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                     | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728130 | PA      | $730977.26    | 0.04%             | 2032-03-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7032162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $6.66         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31413JZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5157 | PA      | $5334.32      | 0.00%             | 2037-09-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5918667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991804214.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3612013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $0.00         | 0.00%             | 2032-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8035047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $964.61       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133857 | PA      | $134327.01    | 0.01%             | 2031-12-11      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                   | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B4                                     | CUSIP: 85570DAL6<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    248750 | PA      | $249371.88    | 0.01%             | 2030-01-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16827842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12346 | PA      | $12528.02     | 0.00%             | 2027-08-03      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13744711.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4145 | PA      | $4352.63      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2049419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $342.34       | 0.00%             | 2026-11-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11844 | PA      | $5224.52      | 0.00%             | 2027-12-11      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5684913 | PA      | $5693689.43   | 0.29%             | 2037-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7469860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5369 | PA      | $96.07        | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5941408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $0.00         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411HGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40326 | PA      | $41365.94     | 0.00%             | 2037-03-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5930081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14077334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10728 | PA      | $10880.87     | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5588819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.03         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3433089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2429972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $898.31       | 0.00%             | 2027-01-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16899367.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $2118.85      | 0.00%             | 2025-11-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6463733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $7.44         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296294.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $481.03       | 0.00%             | 2026-12-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3135 | PA      | $3080.05      | 0.00%             | 2027-01-13      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407B2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11634 | PA      | $11865.07     | 0.00%             | 2035-07-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6046375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $0.08         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6525421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.17         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14202174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5744 | PA      | $5841.19      | 0.00%             | 2027-06-20      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6468636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10598 | PA      | $2.16         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6827188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $0.41         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2611548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $620.27       | 0.00%             | 2027-02-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4794467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $0.00         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 187899660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10374 | PA      | $10554.05     | 0.00%             | 2027-04-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9744506.80   | 0.50%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5980004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617614.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11617 | PA      | $2947.12      | 0.00%             | 2027-02-14      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5779612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3572652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.08         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023746.30   | 0.10%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8199065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2509.88      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4064 | PA      | $4001.66      | 0.00%             | 2026-12-26      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4925184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6135248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8205366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3041 | PA      | $2130.83      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294359.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22586 | PA      | $22473.66     | 0.00%             | 2026-12-22      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $447.35       | 0.00%             | 2027-01-14      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7478694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6424 | PA      | $2859.29      | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7154213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $18.83        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6308429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1884398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $3356.13      | 0.00%             | 2027-03-20      | Fixed         | 30.02%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402KUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       751 | PA      | $769.55       | 0.00%             | 2033-09-01      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7408322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8489 | PA      | $192.57       | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8193280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $551.76       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7646577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $3835.83      | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14548332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $4141.29      | 0.00%             | 2027-01-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7916594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $162.86       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2434481.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1233.10      | 0.00%             | 2027-01-14      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                      | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-1, Class M1                              | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22143 | PA      | $22537.48     | 0.00%             | 2034-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       677 | PA      | $694.49       | 0.00%             | 2034-12-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6427509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $0.31         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31391USA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $600.50       | 0.00%             | 2033-01-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7176713.11   | 0.37%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10740 | PA      | $10518.53     | 0.00%             | 2027-01-13      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14178173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10762 | PA      | $10989.22     | 0.00%             | 2027-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4540937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $0.00         | 0.00%             | 2033-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6314730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.20         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                    | Fortress Intermediate 3, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    742830 | PA      | $745150.92    | 0.04%             | 2031-06-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12800 | PA      | $12666.10     | 0.00%             | 2027-09-14      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2609505.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $787.18       | 0.00%             | 2027-02-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435572.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1811.36      | 0.00%             | 2027-01-18      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5096286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $0.05         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7583811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1438.18      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385XQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1990 | PA      | $1981.91      | 0.00%             | 2033-05-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                        | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    642247 | PA      | $643351.92    | 0.03%             | 2032-01-28      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $5266.25      | 0.00%             | 2026-11-22      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7161885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $76.06        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12268807.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $10119.95     | 0.00%             | 2027-02-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                       | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $876068.19    | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6674450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18581 | PA      | $43.76        | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1752913.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4371.99      | 0.00%             | 2027-04-11      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd.                                               | Elevation CLO Ltd., Series 2018-10A, Class AR                                                     | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   1716272 | PA      | $1717079.99   | 0.09%             | 2031-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8040298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9292 | PA      | $8380.17      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31416BK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219863 | PA      | $226235.50    | 0.01%             | 2036-02-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11743712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7936 | PA      | $8363.07      | 0.00%             | 2027-06-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385BBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14602 | PA      | $14514.60     | 0.00%             | 2030-04-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2432969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $4497.55      | 0.00%             | 2027-01-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411FWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5338 | PA      | $5461.07      | 0.00%             | 2037-10-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2433055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1228.30      | 0.00%             | 2027-01-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $836.94       | 0.00%             | 2027-02-11      | Fixed         | 33.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3390.68      | 0.00%             | 2027-09-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8060653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10090 | PA      | $9362.12      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2528315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $4011.02      | 0.00%             | 2027-02-10      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6672511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $8.65         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5304 | PA      | $5237.55      | 0.00%             | 2027-09-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6916843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $17.46        | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7924093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16455 | PA      | $5308.81      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5807339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6604504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $0.23         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3869455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7514 | PA      | $0.00         | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1886121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1106.26      | 0.00%             | 2026-10-20      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $643.47       | 0.00%             | 2026-12-21      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4333949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $0.00         | 0.00%             | 2032-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5325004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6240208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $0.25         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5744108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.05         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                       | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    103480 | PA      | $103911.99    | 0.01%             | 2029-10-22      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5734498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $0.18         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8135734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7322 | PA      | $6304.58      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7643773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $2576.16      | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6853678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $7.26         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224924 | PA      | $226076.77    | 0.01%             | 2031-02-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8080681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $914.95       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6707571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3723 | PA      | $192.83       | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14193365.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5416 | PA      | $5679.67      | 0.00%             | 2026-06-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404B5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103637 | PA      | $104203.30    | 0.01%             | 2034-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6609985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1.67         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3944713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $0.06         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4871945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $0.06         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8191413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $360.91       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1755513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2980.92      | 0.00%             | 2027-04-20      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $952253.61    | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2614605.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $169.15       | 0.00%             | 2027-02-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                            | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $7125.00      | 0.00%             | 2021-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7509746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $89.56        | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5954057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10357 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405TZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1208 | PA      | $1218.14      | 0.00%             | 2034-08-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                              | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1107879 | PA      | $1108258.41   | 0.06%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6815496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23295 | PA      | $46.76        | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5739159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13484 | PA      | $0.78         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604262.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2208.70      | 0.00%             | 2027-02-10      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6385845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $0.02         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8075041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1376.42      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2539854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1791.23      | 0.00%             | 2027-02-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10672 | PA      | $10526.00     | 0.00%             | 2027-02-11      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7531240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $526.23       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15741986.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15164 | PA      | $15469.51     | 0.00%             | 2027-08-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7596132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $138.75       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1671.70      | 0.00%             | 2027-02-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $1351.05      | 0.00%             | 2026-12-22      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991763663.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $4.71         | 0.00%             | 2025-09-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17117415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9254 | PA      | $9353.54      | 0.00%             | 2026-08-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7593321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $47.83        | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8119126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $3890.81      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $1401.34      | 0.00%             | 2027-05-27      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc., First Lien, CME Term Loan, B8                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     67425 | PA      | $67611.68     | 0.00%             | 2030-06-24      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5925246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $0.61         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7205388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $52.87        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6174665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $0.21         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949368.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $1212.09      | 0.00%             | 2027-04-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6244041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $0.03         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4907500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $0.16         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $2745.72      | 0.00%             | 2027-04-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7931303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $687.48       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6997460.12   | 0.36%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7964871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $999.27       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6157661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2602160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3227.22      | 0.00%             | 2027-02-10      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1433 | PA      | $1466.50      | 0.00%             | 2037-05-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 413, Class F23                                                                      | CUSIP: 3133Q3LF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3747724 | PA      | $3742836.31   | 0.19%             | 2054-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7994306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.98        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5305068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77744 | PA      | $0.05         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7478989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $402.12       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4835 | PA      | $4712.73      | 0.00%             | 2027-01-14      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188053341.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2515 | PA      | $2549.67      | 0.00%             | 2027-04-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7781489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $985.84       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12389833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $5045.59      | 0.00%             | 2027-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7668700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $43.63        | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6786832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $101.16       | 0.00%             | 2034-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6785072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $4.62         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    227685 | PA      | $227748.41    | 0.01%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4463189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $0.05         | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    746124 | PA      | $745310.76    | 0.04%             | 2028-06-02      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $437.31       | 0.00%             | 2027-02-10      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $4535.73      | 0.00%             | 2026-11-24      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1752438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5622 | PA      | $0.00         | 0.00%             | 2027-04-05      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7745686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1642.14      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16079598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10502 | PA      | $10841.66     | 0.00%             | 2027-08-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6496902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6643893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $11.50        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7749545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $114.68       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31376SEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2693 | PA      | $2692.40      | 0.00%             | 2027-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13417402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6933 | PA      | $7302.92      | 0.00%             | 2027-05-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7128660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $16.66        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14087177.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8416 | PA      | $5101.08      | 0.00%             | 2027-05-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6021277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407WSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4807 | PA      | $4940.32      | 0.00%             | 2035-09-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5983711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $0.04         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426770.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6189 | PA      | $6066.60      | 0.00%             | 2027-01-13      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081005.10   | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8093270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $4953.35      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1716174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8930 | PA      | $8750.56      | 0.00%             | 2027-07-15      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410EFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3239 | PA      | $3312.57      | 0.00%             | 2036-08-01      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6405166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19913 | PA      | $0.00         | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Securities (USA) Inc.                                       | HSBC Securities (USA) Inc.                                                                        | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  12561470 | PA      | $12561470.45  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296911.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $452.70       | 0.00%             | 2026-12-22      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4704761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $0.04         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6686240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $2.32         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1745348.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12313 | PA      | $12173.22     | 0.00%             | 2027-04-08      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc., First Lien, Initial CME Term Loan                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    750000 | PA      | $702705.00    | 0.04%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                 | Sands China Ltd.                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3400000 | PA      | $3279770.90   | 0.17%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1688043.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $4041.31      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4789346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $0.10         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1892.57      | 0.00%             | 2026-12-21      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13720484.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16638 | PA      | $16878.05     | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293764.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7363 | PA      | $4837.64      | 0.00%             | 2026-12-21      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11461331.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2613.63      | 0.00%             | 2025-12-25      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8049787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $305.11       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5329785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096054.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1329.33      | 0.00%             | 2026-11-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7936873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $355.53       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM10, Class A1                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   3816534 | PA      | $3843050.72   | 0.20%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-54, Class FC                                                                    | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6528688 | PA      | $6550123.49   | 0.33%             | 2054-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                         | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    243431 | PA      | $243978.72    | 0.01%             | 2032-01-23      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4682306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19587 | PA      | $0.42         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                      | WWEX Uni Topco Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    755418 | PA      | $755889.67    | 0.04%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6556061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $0.14         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2616908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2325 | PA      | $2284.37      | 0.00%             | 2027-02-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6708125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1.52         | 0.00%             | 2034-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5478, Class FK                                                                      | CUSIP: 3137HHSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7954149 | PA      | $7955758.55   | 0.41%             | 2054-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $940.66       | 0.00%             | 2027-02-10      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31387YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50831 | PA      | $51448.79     | 0.00%             | 2031-09-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14202404.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24877 | PA      | $4798.80      | 0.00%             | 2027-06-20      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                    | K2016470219 South Africa Ltd., Class B                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   1226701 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615143.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $2309.80      | 0.00%             | 2027-07-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8209515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2358.21      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2948773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2328.25      | 0.00%             | 2027-04-14      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1749361.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5754 | PA      | $5685.31      | 0.00%             | 2027-04-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8050517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3720.38      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2942965.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4893.28      | 0.00%             | 2027-04-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4656767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1751899.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1618.68      | 0.00%             | 2026-01-20      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1849.57      | 0.00%             | 2027-02-11      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7466901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4884 | PA      | $3261.96      | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2604813.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3212 | PA      | $3147.21      | 0.00%             | 2027-02-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188223031.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19106 | PA      | $3560.09      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16061296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9211 | PA      | $2005.94      | 0.00%             | 2027-10-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7707263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $225.67       | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6641178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $8.13         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7602291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26123 | PA      | $338.49       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5146188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8162270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6990 | PA      | $6498.76      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1544.69      | 0.00%             | 2027-07-10      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2430735.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2820 | PA      | $2765.24      | 0.00%             | 2027-01-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11940575.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4548 | PA      | $988.52       | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2427644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $833.56       | 0.00%             | 2027-01-13      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6581222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $1.22         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6963451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $9.10         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7277957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $32.96        | 0.00%             | 2035-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6448554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991835626.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.69        | 0.00%             | 2026-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9707 | PA      | $9522.99      | 0.00%             | 2027-04-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6980139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $249.36       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7912392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $200.68       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31414DDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23345 | PA      | $24008.83     | 0.00%             | 2038-04-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14108165.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8640 | PA      | $8986.29      | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4309215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $0.06         | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7667780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $732.37       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12414817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $6179.37      | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15398960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20838 | PA      | $21205.19     | 0.00%             | 2027-08-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6262497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8184 | PA      | $0.00         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2605594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1246.22      | 0.00%             | 2027-02-10      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8073414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $180.17       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $18.48        | 0.00%             | 2025-11-18      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4612909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $0.68         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $775.73       | 0.00%             | 2027-04-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8139109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $929.16       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $233.74       | 0.00%             | 2026-11-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $44.15        | 0.00%             | 2027-07-11      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6447919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $0.10         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6903487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9352 | PA      | $1587.08      | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2730000 | PA      | $2760256.81   | 0.14%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6144839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $0.14         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6526542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8192 | PA      | $478.51       | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7743177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10923 | PA      | $237.54       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6685517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $2.50         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7672063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $322.23       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    526364 | PA      | $523568.06    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2609761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2109.45      | 0.00%             | 2027-02-11      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4484475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $0.00         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5210392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2353 | PA      | $0.00         | 0.00%             | 2033-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6190783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $0.01         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2603922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $2348.62      | 0.00%             | 2027-02-10      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15437840.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8447 | PA      | $8843.63      | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991803198.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1655235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5182 | PA      | $5409.69      | 0.00%             | 2026-10-27      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6893064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $41.36        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KeyBank NA                                                       | KeyBank NA                                                                                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5398763.99   | 0.28%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Imprivata, Inc.                                                  | Imprivata, Inc., First Lien, 2025 Refinancing CME Term Loan                                       | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124157 | PA      | $124645.21    | 0.01%             | 2027-12-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5986413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6464362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $1.70         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $103.74       | 0.00%             | 2027-05-21      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1126.45      | 0.00%             | 2027-01-13      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6133707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11499 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15753390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $6054.50      | 0.00%             | 2027-07-01      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404UQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25744 | PA      | $26176.07     | 0.00%             | 2034-06-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6463889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16330 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11939575.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2471.21      | 0.00%             | 2027-02-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6526493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $0.00         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6626390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10527 | PA      | $12.74        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7135686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $4.34         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8072743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $55.03        | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7468449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $268.43       | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4639291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $0.00         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                           | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13870000 | PA      | $11424451.31  | 0.58%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405WHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15664 | PA      | $16078.54     | 0.00%             | 2034-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                             | Chase Issuance Trust, Series 2022-A1, Class A                                                     | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   6794000 | PA      | $6788888.19   | 0.35%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2020-1A, Class A1RR                                          | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   3262481 | PA      | $3264927.86   | 0.17%             | 2033-04-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $491.34       | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7305713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $17.09        | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2606203.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $112.23       | 0.00%             | 2027-02-10      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1710.58      | 0.00%             | 2027-04-16      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5787095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7028614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.56         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2260 | PA      | $1603.72      | 0.00%             | 2026-11-22      | Fixed         | 27.16%                | No            |                  3 | On Loan: No      |
| Viper Energy Partners LLC                                        | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    846000 | PA      | $842958.63    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5296287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2438660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1768.10      | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188494026.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8789 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4163065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.00         | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                           | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2759983.49   | 0.14%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4893163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406DBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47451 | PA      | $48941.86     | 0.00%             | 2035-01-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $3619.97      | 0.00%             | 2027-02-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7564905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $28.08        | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6903390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6892 | PA      | $25.48        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047847.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $3689.94      | 0.00%             | 2027-04-20      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2605555.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1080.57      | 0.00%             | 2027-02-10      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                              | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    696347 | PA      | $714742.60    | 0.04%             | 2028-08-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                              | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6508120.84   | 0.33%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6304502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9016 | PA      | $0.68         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4645672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2424834.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $2340.70      | 0.00%             | 2027-01-13      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10672 | PA      | $10569.89     | 0.00%             | 2033-03-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17329208.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9461 | PA      | $9810.35      | 0.00%             | 2027-09-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950896.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4733.87      | 0.00%             | 2027-04-28      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15785 | PA      | $15286.80     | 0.00%             | 2027-01-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8191129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $812.45       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6590442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10462 | PA      | $16.46        | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2297394.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1387.45      | 0.00%             | 2026-12-22      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                              | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574574 | PA      | $1574507.96   | 0.08%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1                                               | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    428619 | PA      | $428148.75    | 0.02%             | 2041-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4209 | PA      | $4155.10      | 0.00%             | 2027-02-11      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7540822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $627.76       | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5537, Class FC                                                                      | CUSIP: 3137HLBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9648529 | PA      | $9652419.89   | 0.49%             | 2055-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293806.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $2996.85      | 0.00%             | 2026-12-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402DHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3242 | PA      | $3299.13      | 0.00%             | 2037-02-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13826410.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $10679.68     | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7874931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1491.79      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406REX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31669 | PA      | $31787.63     | 0.00%             | 2035-08-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd.                                    | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    470581 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2403095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3054 | PA      | $2989.52      | 0.00%             | 2027-01-28      | Fixed         | 10.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2281.94      | 0.00%             | 2027-04-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5938544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8920 | PA      | $0.25         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1581.43      | 0.00%             | 2027-04-14      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7618103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $62.08        | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                        | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    492525 | PA      | $493909.12    | 0.03%             | 2028-10-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                              | Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3                                      | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7770000 | PA      | $7858028.66   | 0.40%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7623486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $473.45       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6706359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $2.61         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8177700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $437.20       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616809.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2172.69      | 0.00%             | 2027-02-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6527010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $0.25         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4565857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14859 | PA      | $0.69         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7984094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1793.18      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096663.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2123.96      | 0.00%             | 2026-11-22      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3401486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.01         | 0.00%             | 2032-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7656279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17026 | PA      | $12036.19     | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Restoration Hardware, Inc.                                       | Restoration Hardware, Inc., First Lien, 2022 Incremental CME Term Loan                            | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    764182 | PA      | $747706.41    | 0.04%             | 2028-10-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15601188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26102 | PA      | $27029.63     | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7238134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $169.06       | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15713621.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8204 | PA      | $8323.03      | 0.00%             | 2027-08-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-2, Class A1                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    574925 | PA      | $578601.78    | 0.03%             | 2069-02-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $767.37       | 0.00%             | 2027-05-22      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6235824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $0.06         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10306 | PA      | $10077.93     | 0.00%             | 2027-02-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                                   | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85652 | PA      | $81483.26     | 0.00%             | 2028-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6485200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $1.78         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7585778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $230.24       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5834289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $0.12         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6478752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $0.78         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1600000 | PA      | $134776.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7511957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11254 | PA      | $7942.22      | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4626052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $0.02         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6369186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7160 | PA      | $7070.15      | 0.00%             | 2027-01-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7630437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $106.02       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $723.61       | 0.00%             | 2026-12-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14329008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11267 | PA      | $11806.09     | 0.00%             | 2026-10-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7347201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $157.26       | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19449 | PA      | $19916.48     | 0.00%             | 2035-06-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8184803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $193.83       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7410978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $39.04        | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    733449 | PA      | $734809.09    | 0.04%             | 2032-01-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5537587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6204820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $0.00         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5951743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7649633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $169.00       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435828.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $3940.24      | 0.00%             | 2027-02-01      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7726860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $843.79       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6141840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $0.12         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $5337.13      | 0.00%             | 2027-02-11      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                                             | CUSIP: 3128S5L51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270478 | PA      | $279566.42    | 0.01%             | 2037-06-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4601908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6504715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $0.71         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4314394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $0.15         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6255997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4839177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6762066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $7.43         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5411337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.08         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4862500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1714787.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $444.66       | 0.00%             | 2026-09-15      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                            | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    339989 | PA      | $314962.23    | 0.02%             | 2028-01-31      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13838022.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3862 | PA      | $4022.22      | 0.00%             | 2027-05-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1718702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3340.22      | 0.00%             | 2028-09-15      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2088829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5598 | PA      | $3689.35      | 0.00%             | 2027-04-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1243 | PA      | $1249.38      | 0.00%             | 2032-11-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615878.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4415 | PA      | $4321.73      | 0.00%             | 2027-07-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15585646.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4012 | PA      | $4059.87      | 0.00%             | 2026-08-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188633218.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6198 | PA      | $6419.86      | 0.00%             | 2027-04-21      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1713640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $513.26       | 0.00%             | 2026-09-15      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6753526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5887 | PA      | $11.20        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1375.96      | 0.00%             | 2027-02-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1712309.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1107.81      | 0.00%             | 2026-09-15      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7474077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $393.45       | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5977756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $0.56         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4901122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $0.06         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7809224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $2248.61      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  23050000 | PA      | $133290.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14843307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6253 | PA      | $6347.48      | 0.00%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $254.50       | 0.00%             | 2027-01-13      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                    | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    219442 | PA      | $220202.63    | 0.01%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4484542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $0.20         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16638019.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $466.56       | 0.00%             | 2025-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12484 | PA      | $12241.76     | 0.00%             | 2027-02-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7147299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12972 | PA      | $144.10       | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                                           | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4588698.08   | 0.23%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2944032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $140.88       | 0.00%             | 2027-04-14      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5626 | PA      | $5517.41      | 0.00%             | 2027-07-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                               | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    990000 | PA      | $991636.47    | 0.05%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31362MS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $94.08        | 0.00%             | 2027-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31407ANB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7183 | PA      | $7283.74      | 0.00%             | 2033-11-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $1860.48      | 0.00%             | 2027-04-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2428411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1807.44      | 0.00%             | 2027-01-13      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17031491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25285 | PA      | $25714.37     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1755102.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13254 | PA      | $13143.55     | 0.00%             | 2027-04-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2242388.61   | 0.11%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1274 | PA      | $1289.62      | 0.00%             | 2044-10-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, 15 Year                                                                                     | CUSIP: 3138A2CK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11451 | PA      | $11404.43     | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3849054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3760 | PA      | $3718.42      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7580692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3647 | PA      | $2658.61      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6599214.60   | 0.34%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2430454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $224.13       | 0.00%             | 2027-05-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2427091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2354.90      | 0.00%             | 2027-01-13      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7618716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $770.13       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7447150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $104.87       | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16817244.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26820 | PA      | $27427.79     | 0.00%             | 2027-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8830 | PA      | $637.54       | 0.00%             | 2027-06-13      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7848970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1131.91      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7249019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11562 | PA      | $57.96        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14292674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $9335.29      | 0.00%             | 2027-06-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8029056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1810.73      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1883791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3855 | PA      | $2739.15      | 0.00%             | 2026-10-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14877061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7407 | PA      | $7534.85      | 0.00%             | 2027-07-22      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| WestJet Loyalty LP                                               | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    513500 | PA      | $514262.55    | 0.03%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14314279.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4034 | PA      | $4238.64      | 0.00%             | 2027-07-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8159486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1176.10      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7730736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $534.08       | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2160 | PA      | $2193.00      | 0.00%             | 2032-10-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422964 | PA      | $437126.36    | 0.02%             | 2036-04-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2018-4, Class A1                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6682912 | PA      | $6308912.19   | 0.32%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6591293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $2.56         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5595419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14263477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $2960.87      | 0.00%             | 2027-05-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426682.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $857.46       | 0.00%             | 2027-01-13      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1774.25      | 0.00%             | 2027-01-18      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6881428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $110.97       | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6742781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $0.90         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15433 | PA      | $15193.68     | 0.00%             | 2027-04-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6279862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16989 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6955667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $70.50        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4881988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41908 | PA      | $2.61         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $522.00       | 0.00%             | 2027-04-14      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       631 | PA      | $625.30       | 0.00%             | 2036-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                              | Mutual of Omaha Cos. Global Funding                                                               | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6790671.57   | 0.35%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14191093.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5273 | PA      | $848.64       | 0.00%             | 2027-07-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7568365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $745.04       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2427607.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6237 | PA      | $887.16       | 0.00%             | 2027-01-13      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7966492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $430.46       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4039216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $0.00         | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1646555.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8046 | PA      | $8113.65      | 0.00%             | 2026-10-29      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6705352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $3.13         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1718304.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1046.87      | 0.00%             | 2026-09-15      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046027 | PA      | $1050239.96   | 0.05%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7753708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $131.90       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, First Lien, Initial USD CME Term Loan                                | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    347805 | PA      | $348954.17    | 0.02%             | 2028-05-12      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13929153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5512 | PA      | $5593.09      | 0.00%             | 2027-04-20      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6240143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                                          | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3291994 | PA      | $2840639.76   | 0.15%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7306657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12522 | PA      | $179.53       | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1673600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3473 | PA      | $3455.43      | 0.00%             | 2026-12-25      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7135696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $2.63         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7807399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $493.30       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7806254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3615 | PA      | $2432.31      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2947365.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9200 | PA      | $9116.27      | 0.00%             | 2027-04-14      | Fixed         | 20.51%                | No            |                  3 | On Loan: No      |
| Crown Equipment Corp.                                            | Crown Equipment Corp., First Lien, Initial CME Term Loan, B1                                      | CUSIP: 22834HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748120 | PA      | $752096.56    | 0.04%             | 2031-10-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15602128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7339 | PA      | $7674.46      | 0.00%             | 2027-08-21      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2603713.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $276.34       | 0.00%             | 2027-02-10      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2424974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11667 | PA      | $2941.47      | 0.00%             | 2027-06-13      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5118658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $0.01         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                            | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246260 | PA      | $245921.30    | 0.01%             | 2029-03-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048156.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $1584.59      | 0.00%             | 2026-11-15      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188575003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $3050.76      | 0.00%             | 2027-04-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7957773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9008 | PA      | $4712.30      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3832 | PA      | $3771.28      | 0.00%             | 2026-12-21      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6893482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $12.78        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5912773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13179 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6628718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $11.25        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                      | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257340 | PA      | $254252.07    | 0.01%             | 2029-04-06      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $6045.10      | 0.00%             | 2027-04-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Northwestern Mutual Global Funding                               | Northwestern Mutual Global Funding                                                                | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5084837.40   | 0.26%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6871309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $5.61         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5956156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $0.00         | 0.00%             | 2034-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3388 | PA      | $3279.80      | 0.00%             | 2027-01-18      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2432886.03   | 0.12%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612651.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9386 | PA      | $9187.32      | 0.00%             | 2027-02-11      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7881395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3385.23      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950742.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $4208.91      | 0.00%             | 2027-04-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2439293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $1582.16      | 0.00%             | 2027-01-18      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4390406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $0.13         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2659.26      | 0.00%             | 2026-12-21      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV3, Class A1                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1473803 | PA      | $1491875.79   | 0.08%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4889578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4872471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31400HFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $74.13        | 0.00%             | 2033-03-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616368.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4209 | PA      | $4128.44      | 0.00%             | 2027-02-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5363132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1887715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3752 | PA      | $2416.84      | 0.00%             | 2027-03-20      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188316633.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4773 | PA      | $0.00         | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11443413.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12382 | PA      | $12560.60     | 0.00%             | 2026-09-17      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                  | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685838 | PA      | $680190.37    | 0.03%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $601.69       | 0.00%             | 2027-01-18      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1721664.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $377.87       | 0.00%             | 2035-08-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3428606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $0.00         | 0.00%             | 2032-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613043.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $4675.69      | 0.00%             | 2027-02-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5889950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7366336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $122.36       | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3450833.10   | 0.18%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35356 | PA      | $35685.14     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    746913 | PA      | $723881.66    | 0.04%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6158976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1749730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6266 | PA      | $6191.45      | 0.00%             | 2027-04-06      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6013787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.07         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31401GY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       655 | PA      | $668.12       | 0.00%             | 2033-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8212910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7806 | PA      | $6394.22      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6229129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44854 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6917870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $735.38       | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I         | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT                | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3407 | PA      | $3249.70      | 0.00%             | 2045-01-15      | Variable      | 16.01%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2412323.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $1055.80      | 0.00%             | 2027-01-13      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5244949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $0.20         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $1534.59      | 0.00%             | 2027-06-18      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3162.01      | 0.00%             | 2027-02-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3415734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $0.03         | 0.00%             | 2032-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6920256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9169 | PA      | $33.44        | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7197712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $22.40        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31401BYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11710 | PA      | $11905.29     | 0.00%             | 2033-03-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8171784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $497.55       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7578838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6927 | PA      | $3630.16      | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2049311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2715.24      | 0.00%             | 2027-09-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6624765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7023 | PA      | $4.78         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7069196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $3.45         | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4457642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $0.00         | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7752431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7622 | PA      | $6502.27      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4927104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7625 | PA      | $0.85         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26324 | PA      | $27173.80     | 0.00%             | 2035-01-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1888883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3556 | PA      | $3475.15      | 0.00%             | 2026-10-20      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7219666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $60.69        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1688138.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13977 | PA      | $13920.31     | 0.00%             | 2027-02-05      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10263287.84  | 0.52%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2941 | PA      | $2876.72      | 0.00%             | 2027-02-10      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6477840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $2.88         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7566782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $162.69       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6127374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $0.02         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6771253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4761 | PA      | $28.03        | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8126 | PA      | $8017.46      | 0.00%             | 2027-07-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2428214.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $939.82       | 0.00%             | 2027-01-13      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7869425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $533.78       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $699.06       | 0.00%             | 2027-04-15      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14200894.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $7410.23      | 0.00%             | 2027-06-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080829.00   | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2017-GS6, Class A3                                           | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1950952.60   | 0.10%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                     | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                             | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6726576.27   | 0.34%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2434152.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6637 | PA      | $6512.87      | 0.00%             | 2027-01-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7231172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $855.04       | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8092693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $685.25       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8151445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $625.66       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7403168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7909 | PA      | $140.06       | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7967525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $154.66       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4860368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689203.41    | 0.04%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7336505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $205.40       | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5517, Class FH                                                                      | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7175281 | PA      | $7176565.07   | 0.37%             | 2055-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6364953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $0.00         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7372906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11661 | PA      | $6645.83      | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5123870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.39         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                    | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   1068278 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14905708.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1078.46      | 0.00%             | 2026-07-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8207593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2553.11      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2618980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8847 | PA      | $638.25       | 0.00%             | 2027-07-16      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2406518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $173.77       | 0.00%             | 2027-01-13      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31388JK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3951 | PA      | $3977.63      | 0.00%             | 2031-09-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15757316.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13830 | PA      | $14528.69     | 0.00%             | 2027-11-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4186988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $0.00         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2425208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2260.26      | 0.00%             | 2027-01-13      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17100593.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6204 | PA      | $6281.98      | 0.00%             | 2026-09-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14341730.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7352 | PA      | $7746.84      | 0.00%             | 2027-06-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7027254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $18.11        | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2039266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $727.67       | 0.00%             | 2026-11-15      | Fixed         | 10.56%                | No            |                  3 | On Loan: No      |
| Southwick Park CLO LLC                                           | Southwick Park CLO LLC, Series 2019-4A, Class A1RR                                                | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4053128.79   | 0.21%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6886999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $2.73         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4668525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8132424.80   | 0.42%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4706260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6587169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6563 | PA      | $2.58         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1716481.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $1109.15      | 0.00%             | 2027-07-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5281103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                    | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284838 | PA      | $286307.53    | 0.01%             | 2031-03-17      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7972684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $392.24       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7690365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12368 | PA      | $4838.49      | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $888.80       | 0.00%             | 2026-11-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7118185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5462 | PA      | $57.20        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6729839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18147 | PA      | $25.63        | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16652517.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8586 | PA      | $8717.30      | 0.00%             | 2027-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1207 | PA      | $1187.28      | 0.00%             | 2027-01-13      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1908.70      | 0.00%             | 2027-02-10      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7801213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $35.68        | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC                             | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    590534 | PA      | $592090.53    | 0.03%             | 2028-04-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951714.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6107 | PA      | $5991.95      | 0.00%             | 2027-04-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6401953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $0.00         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6990296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $48.65        | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                        | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2862897 | PA      | $2866399.35   | 0.15%             | 2032-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4549873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $0.17         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8062258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1212.56      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2428882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2626.09      | 0.00%             | 2027-01-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188593509.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3386.81      | 0.00%             | 2027-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6550814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $1.74         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3561018.44   | 0.18%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5802372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $0.01         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14122876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20530 | PA      | $21598.75     | 0.00%             | 2027-11-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7918484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $55.19        | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5090985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $0.01         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8033875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $402.46       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7825597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $32.33        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4508723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6372 | PA      | $0.21         | 0.00%             | 2033-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5266476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206799 | PA      | $206323.25    | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5109707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.13         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8105756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1581.17      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5774288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $0.35         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1716305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $1542.04      | 0.00%             | 2026-09-15      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7672 | PA      | $7527.74      | 0.00%             | 2027-04-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5622466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $0.01         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6448205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1750048.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6397 | PA      | $6340.55      | 0.00%             | 2027-04-06      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5026306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5011 | PA      | $0.33         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6864433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $7.41         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7288280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3679 | PA      | $530.06       | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8081626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1342.77      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Empire State Development Corp.                                   | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDP3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   6830000 | PA      | $6737335.34   | 0.34%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                            | AEGON Funding Co. LLC                                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7072475.62   | 0.36%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8007977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $29.77        | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3487584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $0.00         | 0.00%             | 2032-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6366 | PA      | $6218.49      | 0.00%             | 2027-04-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1693711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4511 | PA      | $4687.67      | 0.00%             | 2027-01-31      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1688543.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5844 | PA      | $5827.01      | 0.00%             | 2027-01-13      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12588 | PA      | $12274.96     | 0.00%             | 2027-07-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5534237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6220 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7008617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $28.61        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984888.07    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2604743.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5111 | PA      | $4997.46      | 0.00%             | 2027-02-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1755000 | PA      | $1770985.61   | 0.09%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7556670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $240.32       | 0.00%             | 2025-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8169308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $209.62       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7397 | PA      | $7491.44      | 0.00%             | 2033-10-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8591 | PA      | $8640.61      | 0.00%             | 2034-11-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4556569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18356 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    748125 | PA      | $745555.19    | 0.04%             | 2032-03-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8165136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $512.23       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4147030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $0.04         | 0.00%             | 2032-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1696093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5881 | PA      | $5990.78      | 0.00%             | 2027-02-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7782090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $1844.82      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6941280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $6.67         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GBT US III LLC                                                   | GBT US III LLC, First Lien, CME Term Loan, B1                                                     | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9975 | PA      | $10017.98     | 0.00%             | 2031-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2948843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $5092.39      | 0.00%             | 2027-04-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                                   | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3800000 | PA      | $3800500.69   | 0.19%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15600789.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4276.66      | 0.00%             | 2027-08-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5058089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14655 | PA      | $0.00         | 0.00%             | 2033-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7480144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $344.62       | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2617141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2441.63      | 0.00%             | 2027-02-14      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                 | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    209867 | PA      | $211440.89    | 0.01%             | 2031-09-09      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6839017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $1.62         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1658775.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10234 | PA      | $10167.12     | 0.00%             | 2026-11-02      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| N/A                                                              | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5500000 | PA      | $311615.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $152.37       | 0.00%             | 2027-01-14      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298313.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5732 | PA      | $5674.39      | 0.00%             | 2026-12-22      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2049349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $669.40       | 0.00%             | 2026-11-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4631665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7881673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $227.30       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2046952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1354.84      | 0.00%             | 2027-04-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7334268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $1296.96      | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1717659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1041.12      | 0.00%             | 2026-09-15      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $2985.49      | 0.00%             | 2027-02-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5044278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $0.00         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                       | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511504.00    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cimpress USA, Inc.                                               | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462765 | PA      | $462380.76    | 0.02%             | 2028-05-17      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7555230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $3.84         | 0.00%             | 2025-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6752687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $0.79         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385RXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1260 | PA      | $1259.33      | 0.00%             | 2026-11-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7664385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $488.99       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1702050.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $4089.26      | 0.00%             | 2027-01-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14968 | PA      | $14638.23     | 0.00%             | 2027-02-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1197.21      | 0.00%             | 2026-12-22      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace                                                                                      | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1159952.18   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4810478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13210 | PA      | $0.00         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $502.66       | 0.00%             | 2027-04-14      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188574271.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20079 | PA      | $0.00         | 0.00%             | 2027-11-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4532929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $0.13         | 0.00%             | 2033-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2430681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10807 | PA      | $10466.47     | 0.00%             | 2027-01-14      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7804801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $163.44       | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9170 | PA      | $8935.07      | 0.00%             | 2027-02-11      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1049.13      | 0.00%             | 2027-12-20      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6003035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40734 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14902078.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11281 | PA      | $11444.42     | 0.00%             | 2027-07-07      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5762467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.10         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7736276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $827.57       | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3801177.78   | 0.19%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7874823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $589.05       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6986260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $74.99        | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                         | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2297142.73   | 0.12%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                      | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737231 | PA      | $739420.50    | 0.04%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15718443.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15262 | PA      | $16184.54     | 0.00%             | 2027-09-30      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4513287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12361 | PA      | $0.45         | 0.00%             | 2033-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14882473.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11526 | PA      | $11666.14     | 0.00%             | 2026-07-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11751120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13049 | PA      | $13225.36     | 0.00%             | 2026-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4252733.86   | 0.22%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6378691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2344 | PA      | $2284.52      | 0.00%             | 2027-11-14      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL   | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    900000 | PA      | $852955.88    | 0.04%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3622745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $0.21         | 0.00%             | 2032-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2434298.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1431.87      | 0.00%             | 2027-01-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188630360.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10319 | PA      | $10464.34     | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1120.10      | 0.00%             | 2027-02-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| N/A                                                              | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  74825000 | PA      | $456894.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404JS55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $132.88       | 0.00%             | 2034-03-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17010427.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $595.71       | 0.00%             | 2035-07-25      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15429375.04  | 0.79%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8086839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $824.36       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    215699 | PA      | $215856.67    | 0.01%             | 2030-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7173037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $44.39        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411SM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4888 | PA      | $4968.64      | 0.00%             | 2037-02-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2425627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12555 | PA      | $913.29       | 0.00%             | 2027-06-13      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6315256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $0.10         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7929817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $15.61        | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $3723.14      | 0.00%             | 2026-11-22      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608264.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10135 | PA      | $9997.48      | 0.00%             | 2027-02-20      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5618906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $0.03         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11941 | PA      | $11772.98     | 0.00%             | 2026-11-22      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2049043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $5016.85      | 0.00%             | 2026-11-15      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8056978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $1458.72      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11681 | PA      | $11498.39     | 0.00%             | 2026-12-21      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4073 | PA      | $3968.79      | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411UXU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1664 | PA      | $1697.91      | 0.00%             | 2037-04-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8122881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1396.50      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6308976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7334250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $129.96       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $2516.47      | 0.00%             | 2027-05-21      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5568047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25893 | PA      | $0.00         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15602395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6358 | PA      | $6558.25      | 0.00%             | 2026-06-24      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $951.45       | 0.00%             | 2027-01-13      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Bonds                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $-7234.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7966654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $766.43       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $882.27       | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1723.10      | 0.00%             | 2027-06-14      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4840100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7955 | PA      | $7826.10      | 0.00%             | 2027-10-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10042 | PA      | $10038.46     | 0.00%             | 2040-06-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7805105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $126.07       | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7904436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $179.70       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4669930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11749683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8213 | PA      | $8399.33      | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31363EH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       728 | PA      | $730.67       | 0.00%             | 2029-08-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7239842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $303.03       | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5881097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $0.00         | 0.00%             | 2034-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15904 | PA      | $16044.90     | 0.00%             | 2034-09-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14181485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12633 | PA      | $12769.58     | 0.00%             | 2026-06-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8013310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38986 | PA      | $1025.04      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3562.82      | 0.00%             | 2026-11-15      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7222571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $27.20        | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                              | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434675 | PA      | $434841.43    | 0.02%             | 2042-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                         | Specialty Building Products Holdings LLC, First Lien, Initial CME Term Loan                       | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746559 | PA      | $725211.63    | 0.04%             | 2028-10-16      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13628843.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5957 | PA      | $6065.66      | 0.00%             | 2027-06-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8033451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $300.23       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    746222 | PA      | $627762.70    | 0.03%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6216579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $0.05         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14165192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3561 | PA      | $3596.56      | 0.00%             | 2027-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4430691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $0.02         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4431496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.00         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7395779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12121 | PA      | $224.47       | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7378207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $80.87        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1385.02      | 0.00%             | 2026-11-22      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6321758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $0.41         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8169173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4009 | PA      | $3375.53      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7906477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $677.51       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5212 | PA      | $5165.70      | 0.00%             | 2027-04-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4452962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $0.00         | 0.00%             | 2033-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8155811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1793.81      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                         | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4129409.47   | 0.21%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7333444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $801.00       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7771118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11032 | PA      | $6362.99      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15537240.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $1472.37      | 0.00%             | 2025-11-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6505793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $0.00         | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6098 | PA      | $6148.25      | 0.00%             | 2044-10-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $2599.70      | 0.00%             | 2027-02-11      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5894989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $0.06         | 0.00%             | 2034-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                           | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510715 | PA      | $502143.00    | 0.03%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7765288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7701 | PA      | $6060.21      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2083347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9021 | PA      | $635.02       | 0.00%             | 2027-04-22      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8046874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $986.28       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Skopima Consilio Parent LLC                                      | Skopima Consilio Parent LLC, First Lien, Amendment No. 5 CME Term Loan                            | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $738436.76    | 0.04%             | 2028-05-12      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5837692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.04         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14335800.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7643 | PA      | $7971.97      | 0.00%             | 2027-07-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10437 | PA      | $10201.59     | 0.00%             | 2027-02-28      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6813899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $11.89        | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4639123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $0.02         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-07740556.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5574 | PA      | $5637.22      | 0.00%             | 2026-06-19      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6429640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6428407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $0.78         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15040717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6509 | PA      | $1338.58      | 0.00%             | 2028-01-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2300425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3549.91      | 0.00%             | 2026-12-22      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                                          | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4089783.92   | 0.21%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    130707 | PA      | $129854.74    | 0.01%             | 2028-08-21      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC, First Lien, CME Term Loan, B                                         | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    746250 | PA      | $747884.26    | 0.04%             | 2031-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5980834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1675322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7869 | PA      | $8228.66      | 0.00%             | 2026-12-30      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5594146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $0.39         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425961.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $244.38       | 0.00%             | 2027-01-13      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7370816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $567.74       | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2610773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7040 | PA      | $6913.75      | 0.00%             | 2027-02-11      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    750000 | PA      | $750262.50    | 0.04%             | 2029-01-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4874117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $0.24         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1574.68      | 0.00%             | 2027-04-14      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426991.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $2043.37      | 0.00%             | 2027-01-13      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7530940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $23.07        | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5042184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8058200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $10.86        | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6526070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.00         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2244 | PA      | $2203.10      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1679746.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5593 | PA      | $5589.04      | 0.00%             | 2026-12-16      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406DWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37440 | PA      | $38110.66     | 0.00%             | 2034-10-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5241436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $0.18         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7971074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6655 | PA      | $1690.81      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949051.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2638.37      | 0.00%             | 2027-04-14      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7025788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $65.64        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2295002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $590.11       | 0.00%             | 2026-12-22      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7826231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.17         | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19422656.20  | 0.99%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5380422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5820502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6690132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $0.39         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6949328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $25.59        | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4814186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3604 | PA      | $0.42         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7994568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2062.43      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5381740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $0.00         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5138301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7442460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $36.70        | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4549493 | PA      | $4551357.57   | 0.23%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7353529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $24.85        | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7950492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $89.90        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boost Newco Borrower LLC                                         | Boost Newco Borrower LLC, First Lien, CME Term Loan, B2                                           | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $750230.97    | 0.04%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4864955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $0.54         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7781484.20   | 0.40%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1716286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $4366.15      | 0.00%             | 2026-09-15      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5438, Class FC                                                                      | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6907812 | PA      | $6910776.48   | 0.35%             | 2054-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1408.97      | 0.00%             | 2026-12-22      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7121348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $10.66        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $494.81       | 0.00%             | 2027-01-13      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7721658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $108.72       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1809.25      | 0.00%             | 2027-04-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3122103.09   | 0.16%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                      | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6500000 | PA      | $6527613.30   | 0.33%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047594.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $500.35       | 0.00%             | 2026-11-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2299006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5111 | PA      | $4984.26      | 0.00%             | 2026-12-22      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7985521.52   | 0.41%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $560.49       | 0.00%             | 2027-02-11      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13705972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $5519.94      | 0.00%             | 2027-05-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6157333.75   | 0.31%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6470673.24   | 0.33%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7403278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $124.94       | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7944011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $2127.55      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2437431.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $885.11       | 0.00%             | 2027-02-16      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4030312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950927.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1638.30      | 0.00%             | 2027-04-14      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7861101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $847.55       | 0.00%             | 2025-12-05      | 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 2020-2, Class PT                 | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5115 | PA      | $4137.60      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6165678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $0.10         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7789078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $616.22       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5806812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                  | KDC/ONE Development Corp., Inc., First Lien, 2024-2 Refinancing Dollar CME Term Loan              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93750 | PA      | $94218.75     | 0.00%             | 2028-08-15      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4534 | PA      | $4448.52      | 0.00%             | 2027-01-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2535.26      | 0.00%             | 2027-02-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7955555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $458.14       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8128102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $985.99       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17450366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6636.51      | 0.00%             | 2027-09-13      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4060 | PA      | $292.93       | 0.00%             | 2027-09-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7759395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $45.59        | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $6076.85      | 0.00%             | 2027-01-13      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7040905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22019 | PA      | $247.38       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $3983.78      | 0.00%             | 2027-04-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6276763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $0.12         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048855.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $3268.95      | 0.00%             | 2026-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2433283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1991.32      | 0.00%             | 2027-01-18      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6894291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $2.32         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8004961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12843 | PA      | $1993.95      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7618459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6354 | PA      | $2533.19      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1751020.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2430.77      | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2156 | PA      | $2212.36      | 0.00%             | 2035-01-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6134623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17381 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5861074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $0.04         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXV                                                  | Apidos CLO XXXV, Series 2021-35A, Class A                                                         | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |  19306000 | PA      | $19359904.38  | 0.99%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8209889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $762.64       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028650.00   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1885428.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $5347.89      | 0.00%             | 2026-10-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35877 | PA      | $36376.54     | 0.00%             | 2036-11-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8144659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $610.40       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8193543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $73.89        | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4650952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $0.74         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3995187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $0.15         | 0.00%             | 2032-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1686612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9125 | PA      | $9141.32      | 0.00%             | 2026-12-16      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4681.78      | 0.00%             | 2027-02-10      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6041701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6983 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    719136 | PA      | $720207.27    | 0.04%             | 2029-03-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2413 | PA      | $2351.89      | 0.00%             | 2027-01-14      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6676382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $1.13         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5876337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $0.03         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7812032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $317.29       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5978395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $0.28         | 0.00%             | 2034-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5066 | PA      | $4991.35      | 0.00%             | 2026-11-22      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1562.85      | 0.00%             | 2027-04-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1862311.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $3006.15      | 0.00%             | 2026-10-20      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    760699 | PA      | $715669.02    | 0.04%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3516078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8033 | PA      | $0.36         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950058.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $14.65        | 0.00%             | 2035-04-14      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11795112.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $987.48       | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2299578.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1446.68      | 0.00%             | 2026-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $1138.62      | 0.00%             | 2026-12-03      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250750 | PA      | $1233463.16   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                 | Lummus Technology Holdings V LLC, First Lien, Amendment No. 2 Refinancing CME Term Loan, B        | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128531 | PA      | $128955.49    | 0.01%             | 2029-12-31      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6878988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31652 | PA      | $73.07        | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                              | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6700541.93   | 0.34%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7340626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $529.28       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6733026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13883 | PA      | $36.64        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4873945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.14         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6957595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $18.31        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3359.30      | 0.00%             | 2027-02-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2608870.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5930 | PA      | $5802.44      | 0.00%             | 2027-02-10      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3365511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $0.00         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17205 | PA      | $16767.94     | 0.00%             | 2027-01-18      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8004901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $952.14       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15709743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19726 | PA      | $20096.98     | 0.00%             | 2027-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4077814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $0.12         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4171907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $0.00         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7484169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9733 | PA      | $344.86       | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14865961.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16466 | PA      | $16753.51     | 0.00%             | 2027-07-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4684220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $0.01         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4557410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7394965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $597.16       | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3425756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $0.00         | 0.00%             | 2032-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM Trust, Series 2024-HOME1, Class A1                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1591879 | PA      | $1605321.41   | 0.08%             | 2059-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $39.25        | 0.00%             | 2025-09-15      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-33, Class KF                                                                    | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638923 | PA      | $1643659.99   | 0.08%             | 2054-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1337.63      | 0.00%             | 2027-02-10      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7722451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21507 | PA      | $8395.07      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $69.08        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16055829.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5749 | PA      | $5865.35      | 0.00%             | 2027-08-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7396701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $160.99       | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    646734 | PA      | $647920.42    | 0.03%             | 2031-01-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8216126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8450 | PA      | $8111.54      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1112650.35   | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296819.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $343.59       | 0.00%             | 2026-12-22      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8100556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $284.35       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aggreko Holdings, Inc.                                           | Aggreko Holdings, Inc., First Lien, 2025 Amended USD CME Term Loan                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |     60997 | PA      | $61385.65     | 0.00%             | 2031-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8112993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3120.59      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298989.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $244.33       | 0.00%             | 2026-12-22      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5400388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14820629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12149 | PA      | $12695.36     | 0.00%             | 2026-07-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071967.12   | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6647657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $444.12       | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1708892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $7647.57      | 0.00%             | 2027-02-20      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2611297.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $6475.34      | 0.00%             | 2027-02-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4646107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $0.40         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2611533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1919.16      | 0.00%             | 2027-02-11      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11708423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14223 | PA      | $14775.58     | 0.00%             | 2026-12-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6145876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2423151.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1696.22      | 0.00%             | 2027-01-13      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8033467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2165.67      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2607854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2885.20      | 0.00%             | 2027-02-10      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6006837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $0.27         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5991501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $0.03         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                         | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221067 | PA      | $221682.58    | 0.01%             | 2029-01-31      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $279.57       | 0.00%             | 2027-02-22      | Fixed         | 27.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7987273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $38.07        | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1688975.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8750 | PA      | $8680.57      | 0.00%             | 2027-02-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3953673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1886386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1040.91      | 0.00%             | 2026-10-20      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15871509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9715 | PA      | $10129.20     | 0.00%             | 2027-08-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970449.76   | 0.20%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3139322.49   | 0.16%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6709200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $23.90        | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2046950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3853 | PA      | $1024.17      | 0.00%             | 2027-09-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5729235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $1.25         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                    | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005000 | PA      | $1986522.32   | 0.10%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4924187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $0.03         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-8, Class FA                                                                     | CUSIP: 3136BQU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7054470 | PA      | $7070970.82   | 0.36%             | 2054-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM1, Class A1                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1616407 | PA      | $1623845.12   | 0.08%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483616 | PA      | $486214.99    | 0.02%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7869066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $358.70       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4558347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6483587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $51.02        | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8079176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $348.52       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1661.51      | 0.00%             | 2027-02-11      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7612178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $47.68        | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4210064.88   | 0.22%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7873942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $13.88        | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2094906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $870.73       | 0.00%             | 2026-11-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7785541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $1696.43      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6487981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $0.54         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2430722.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5144.70      | 0.00%             | 2027-01-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Coca-Cola Europacific Partners plc                               | Coca-Cola Europacific Partners plc                                                                | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4216590.71   | 0.22%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6192067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $0.00         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1673612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2352.20      | 0.00%             | 2026-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7571635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7183 | PA      | $133.51       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8136487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $31.21        | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15361603.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4123 | PA      | $4213.07      | 0.00%             | 2027-08-01      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1833182.08   | 0.09%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7284416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $88.06        | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6420149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12660 | PA      | $0.00         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7678020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $91.62        | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| F&G Global Funding                                               | F&G Global Funding                                                                                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5926558.38   | 0.30%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2300059.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1572.07      | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6022726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.20         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5877622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6983671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $23.23        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15556990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5281 | PA      | $5436.30      | 0.00%             | 2027-07-06      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1694887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2382 | PA      | $2329.75      | 0.00%             | 2027-02-15      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6401970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $0.29         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403HUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5122 | PA      | $5123.64      | 0.00%             | 2033-11-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4171240.58   | 0.21%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5565100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4394687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2033-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8119812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $1084.94      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8156076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $4068.33      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $1620.77      | 0.00%             | 2026-12-21      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4989575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6566878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.99         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11509 | PA      | $11293.78     | 0.00%             | 2027-04-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7507904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $397.61       | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5142732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6584354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $3.83         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2046932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6766.66      | 0.00%             | 2026-11-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2292686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $947.45       | 0.00%             | 2026-12-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6643579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7884 | PA      | $19.00        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15130 | PA      | $14992.76     | 0.00%             | 2027-04-14      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2949727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $1045.42      | 0.00%             | 2027-04-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6149785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.06         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7967183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1059.67      | 0.00%             | 2026-01-08      | 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        |   1910587 | PA      | $1824412.90   | 0.09%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6860765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $20.31        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $940.50       | 0.00%             | 2027-02-10      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6594291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $2.69         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7928701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $838.22       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4880047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.01         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6482925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $2.52         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31419AFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90507 | PA      | $92143.43     | 0.00%             | 2036-11-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6256740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $0.04         | 0.00%             | 2034-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7783055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $858.60       | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14904704.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17758 | PA      | $18042.00     | 0.00%             | 2027-07-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8203457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1188.59      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2602511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11285 | PA      | $11042.48     | 0.00%             | 2027-02-10      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5549, Class FE                                                                      | CUSIP: 3137HLSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9647937 | PA      | $9658219.26   | 0.49%             | 2055-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7647604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $186.03       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4646691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $0.04         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5966970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $0.72         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6991595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $27.63        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       602 | PA      | $618.78       | 0.00%             | 2037-09-01      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27112141 | PA      | $27508074.56  | 1.41%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6604448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $3.01         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    207389 | PA      | $185887.07    | 0.01%             | 2031-12-31      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7025111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $4.87         | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402NYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3767 | PA      | $3819.49      | 0.00%             | 2033-06-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6207861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37929 | PA      | $0.28         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5328895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                        | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class A4                             | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99668.90     | 0.01%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950333.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1661.99      | 0.00%             | 2027-04-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4114725.46   | 0.21%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                  | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194949 | PA      | $195872.58    | 0.01%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4607817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4561168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.01         | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7618821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $210.96       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14134773.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $815.11       | 0.00%             | 2025-09-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7027442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $10.31        | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188110736.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $0.00         | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                           | CUSIP: 36202K6G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $83.27        | 0.00%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31388JK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20815 | PA      | $21101.38     | 0.00%             | 2031-11-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2950357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5862 | PA      | $5781.20      | 0.00%             | 2027-04-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7517496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $1676.42      | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8144756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2520.90      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $992.57       | 0.00%             | 2027-01-14      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1718966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6119 | PA      | $6020.29      | 0.00%             | 2028-09-15      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8186865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $760.75       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1681444.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10267 | PA      | $2251.07      | 0.00%             | 2026-12-27      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1674635.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $6047.91      | 0.00%             | 2026-12-17      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8008058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $1973.49      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Camelot US Acquisition LLC                                       | Camelot US Acquisition LLC, First Lien, Incremental Dollar CME Term Loan, B                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    750000 | PA      | $750656.24    | 0.04%             | 2031-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6961528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $33.85        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4603401.87   | 0.24%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7530748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4536 | PA      | $3349.49      | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7928332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $10.86        | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15585110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $4151.16      | 0.00%             | 2026-08-14      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11603796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $6683.54      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5741356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7530073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $65.78        | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7483153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $44.59        | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4637259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $0.04         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                        | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   9960000 | PA      | $9967182.41   | 0.51%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4035541.20   | 0.21%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7919391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $565.13       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5243505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20719 | PA      | $1.17         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2095326.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1744.85      | 0.00%             | 2026-11-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2242642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2551.34      | 0.00%             | 2026-12-22      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    507352 | PA      | $511624.72    | 0.03%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2048909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $1015.79      | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                  | Penske Truck Leasing Co. LP / PTL Finance Corp.                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4089313.56   | 0.21%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2614419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1234.31      | 0.00%             | 2027-02-11      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5250769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4773719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2298046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3792.51      | 0.00%             | 2026-12-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6773596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $308.67       | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6136481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6888564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $16.03        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2425795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1914.74      | 0.00%             | 2027-01-13      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $488.18       | 0.00%             | 2027-04-14      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26698 | PA      | $26282.47     | 0.00%             | 2028-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403GCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1207 | PA      | $1230.93      | 0.00%             | 2033-09-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780418 | PA      | $637992.06    | 0.03%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5632 | PA      | $5522.61      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $856.15       | 0.00%             | 2026-12-22      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                  | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    159745 | NS      | $5910.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2431725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18973 | PA      | $18511.80     | 0.00%             | 2027-06-28      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1705371.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11038 | PA      | $10995.60     | 0.00%             | 2027-01-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8015959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $978.65       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406GY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2665 | PA      | $2715.65      | 0.00%             | 2035-03-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| UGCard                                                           | UGCard, 991817978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2292073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $1237.24      | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4926169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                           | CUSIP: 36202K5J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       698 | PA      | $699.72       | 0.00%             | 2026-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    900000 | PA      | $913465.67    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                               | Harbour Energy plc                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   6800000 | PA      | $6780900.16   | 0.35%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6216601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18214 | PA      | $0.00         | 0.00%             | 2027-01-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3693768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $0.05         | 0.00%             | 2032-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3515 | PA      | $3542.84      | 0.00%             | 2044-07-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2946278.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $6045.35      | 0.00%             | 2027-04-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Watlow Electric Manufacturing Co.                                | Watlow Electric Manufacturing Co., First Lien, Initial CME Term Loan                              | CUSIP: 94254PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573658 | PA      | $577108.43    | 0.03%             | 2028-03-02      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2424710.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9874 | PA      | $1336.68      | 0.00%             | 2027-11-13      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7984186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $307.71       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4881617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $0.04         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1756335.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10743 | PA      | $10902.89     | 0.00%             | 2027-04-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $215.25       | 0.00%             | 2027-03-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Beacon Mobility Corp.                                            | Beacon Mobility Corp.                                                                             | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107051.73    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15449600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8421 | PA      | $8733.25      | 0.00%             | 2026-08-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2422977.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9545 | PA      | $2556.64      | 0.00%             | 2027-01-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1795.01      | 0.00%             | 2027-02-10      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5047301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2095637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $141.84       | 0.00%             | 2026-11-22      | Fixed         | 26.80%                | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1                                               | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51957 | PA      | $49299.31     | 0.00%             | 2035-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1882891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $949.30       | 0.00%             | 2027-08-20      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6041983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40970 | PA      | $1.35         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5266837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2434302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1625.16      | 0.00%             | 2027-01-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6941294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4003 | PA      | $30.57        | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16690743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4216 | PA      | $4282.27      | 0.00%             | 2027-08-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Fortis 333, Inc.                                                 | Fortis 333, Inc., First Lien, Dollar CME Term Loan, B                                             | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    131579 | PA      | $130811.84    | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15638158.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $5267.94      | 0.00%             | 2027-08-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7728508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $2327.89      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2605139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1645.92      | 0.00%             | 2029-02-10      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                        | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    298972 | PA      | $299677.33    | 0.02%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6120756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $0.03         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4761481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4549880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $0.06         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2433080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7042 | PA      | $6906.17      | 0.00%             | 2027-02-08      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3361155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $0.04         | 0.00%             | 2032-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6403479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $0.17         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2095820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $4356.27      | 0.00%             | 2027-04-22      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6584142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $10.25        | 0.00%             | 2034-10-14      | None          | 0.00%                 | 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        |   1759856 | PA      | $1558309.66   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4908035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $0.14         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2431623.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16613 | PA      | $16414.57     | 0.00%             | 2027-02-02      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7936898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $10.99        | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                          | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    500000 | PA      | $499240.00    | 0.03%             | 2029-11-09      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5271 | PA      | $5216.06      | 0.00%             | 2033-08-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6147492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $0.04         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4417000 | PA      | $4384853.07   | 0.22%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6816661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $27.45        | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                          | Banque Ouest Africaine de Developpement                                                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |   3900000 | PA      | $3854688.05   | 0.20%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11672772.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $3249.51      | 0.00%             | 2025-12-01      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7725971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $46.43        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1025.05      | 0.00%             | 2027-07-11      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951375.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1558.20      | 0.00%             | 2027-04-14      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2432514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12299 | PA      | $11990.46     | 0.00%             | 2027-01-14      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14959860.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2905 | PA      | $2903.29      | 0.00%             | 2026-01-03      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1750153.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $4087.00      | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4660577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5607 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14818480.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16530 | PA      | $16769.84     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8189328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $41.31        | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14153218.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11282 | PA      | $11606.59     | 0.00%             | 2026-09-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31375VE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75126 | PA      | $76785.50     | 0.00%             | 2036-08-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7085122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $23.25        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7484605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $59.40        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                               | Station Place Securitization Trust, Series 2025-1, Class A                                        | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6868000 | PA      | $6869561.78   | 0.35%             | 2026-07-23      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7633336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27598 | PA      | $1154.62      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                    | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5611825.95   | 0.29%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14958 | PA      | $14703.20     | 0.00%             | 2027-01-13      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1266.71      | 0.00%             | 2027-02-12      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2197 | PA      | $1579.92      | 0.00%             | 2026-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4812628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7404 | PA      | $0.15         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4609191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6989032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $3.43         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $2901.11      | 0.00%             | 2026-12-21      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7378050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $37.99        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7807568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3764 | PA      | $1587.71      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6519286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.97         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1681423.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5060 | PA      | $5039.42      | 0.00%             | 2026-12-20      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2294886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $737.87       | 0.00%             | 2026-12-21      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Barings CLO Ltd.                                                 | Barings CLO Ltd., Series 2018-4A, Class A1R                                                       | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |   3599873 | PA      | $3602757.71   | 0.18%             | 2030-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    464852 | PA      | $438269.44    | 0.02%             | 2029-01-19      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2605935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3901.33      | 0.00%             | 2027-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11750409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $9539.26      | 0.00%             | 2027-08-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6935097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $85.09        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6912511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13290 | PA      | $1432.19      | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5984682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5588372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $0.07         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1714660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9801 | PA      | $6907.23      | 0.00%             | 2026-09-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2568 | PA      | $2506.38      | 0.00%             | 2026-11-22      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3700150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $0.01         | 0.00%             | 2032-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2436944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11218 | PA      | $10989.35     | 0.00%             | 2027-01-18      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6038307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4625409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14243912.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $5056.03      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5550397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15348 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2429192.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $3166.81      | 0.00%             | 2027-01-14      | Fixed         | 34.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2608348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2691.05      | 0.00%             | 2027-02-10      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7301207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3786 | PA      | $1638.93      | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14964964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $8467.67      | 0.00%             | 2026-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6487587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.00         | 0.00%             | 2034-09-13      | 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        |  39314522 | NS      | $39314522.22  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MX Holdings US, Inc.                                             | MX Holdings US, Inc., First Lien, Senior USD CME Term Loan, B                                     | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     68014 | PA      | $68417.65     | 0.00%             | 2032-03-17      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1716921.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $92.18        | 0.00%             | 2035-07-15      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2065000 | PA      | $2058310.62   | 0.11%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6582526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $4.28         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14189919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2387.65      | 0.00%             | 2027-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7758588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $21.89        | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7097479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $61.67        | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8217192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13860 | PA      | $10839.00     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $1004.42      | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3296900.10   | 0.17%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer LLC                                             | Nielsen Consumer LLC, First Lien, Eleventh Amendment Dollar Refinancing CME Term Loan             | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $750836.96    | 0.04%             | 2028-03-06      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4027848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $3531.78      | 0.00%             | 2027-02-24      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17058236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $576.25       | 0.00%             | 2025-09-19      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3908447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4604781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $0.54         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7124599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38369 | PA      | $561.73       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4620208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2048990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1551.67      | 0.00%             | 2027-04-15      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5732468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7926507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $469.66       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6007679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $0.04         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1768.90      | 0.00%             | 2027-04-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8209272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1418.29      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3212181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $0.00         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6587941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $25.21        | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5006802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                               | Neon Maple US Debt Mergersub, Inc., First Lien, Term Loan, B1                                     | CUSIP: N/A<br>LEI: 254900L3D6CI0XH2P605       | Long             | LON              | CORP              | US        |    525616 | PA      | $526651.18    | 0.03%             | 2031-11-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6719031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $0.44         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412342.40    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7778609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6786 | PA      | $3558.10      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15602475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8544 | PA      | $8695.03      | 0.00%             | 2027-08-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Huntington National Bank (The)                                   | Huntington National Bank (The)                                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7410406.18   | 0.38%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                                 | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3380440.47   | 0.17%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | 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        |   2244742 | PA      | $2222027.98   | 0.11%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5096024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3407926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $0.03         | 0.00%             | 2032-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7899837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $1984.82      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31390WRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47319 | PA      | $47427.81     | 0.00%             | 2033-09-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2603295.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5504 | PA      | $5386.86      | 0.00%             | 2027-07-24      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7816657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $528.96       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6540169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.29         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31389R4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8958 | PA      | $9171.61      | 0.00%             | 2032-03-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7093323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $7.91         | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7590818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $823.54       | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7056063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $41.91        | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6829291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $70.10        | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8048204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $134.20       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6858854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $25.54        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7535771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $340.76       | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6537839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $5.56         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2049268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2527.41      | 0.00%             | 2026-11-15      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3238373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $0.01         | 0.00%             | 2032-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                             | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238327 | PA      | $240263.78    | 0.01%             | 2030-02-13      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6135022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7826584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $76.68        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6604310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $1.87         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6823299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $0.90         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13695730.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $4208.95      | 0.00%             | 2027-06-28      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2293012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1222.83      | 0.00%             | 2026-12-21      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2434354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1824.08      | 0.00%             | 2027-01-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust, Series 2024-A, Class A3                                           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3520000 | PA      | $3545908.61   | 0.18%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2047100.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1191.69      | 0.00%             | 2026-11-15      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2855926.20   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 187548690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9088 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7267389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $105.64       | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2603034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $4073.91      | 0.00%             | 2027-02-10      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7180248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12879 | PA      | $216.60       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4877812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $0.00         | 0.00%             | 2033-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                    | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979724 | PA      | $969835.60    | 0.05%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8063719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1311.73      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6304870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15082 | PA      | $0.00         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4938983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.01         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BA Credit Card Trust                                             | BA Credit Card Trust, Series 2023-A2, Class A2                                                    | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6140000 | PA      | $6193167.49   | 0.32%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4012864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $0.00         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                                | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $662462.00    | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14159440.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $616.04       | 0.00%             | 2027-06-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4886936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29822 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991808149.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.55        | 0.00%             | 2025-10-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8134991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11681 | PA      | $150.97       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435380.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1952.40      | 0.00%             | 2027-01-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5339243.14   | 0.27%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| KnowBe4, Inc.                                                    | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312500 | PA      | $313087.50    | 0.02%             | 2032-07-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7863751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $279.61       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8161846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $3178.99      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2614929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1827 | PA      | $1788.54      | 0.00%             | 2027-02-11      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6373846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $0.04         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6439293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $0.00         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2046597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6747 | PA      | $6615.25      | 0.00%             | 2026-11-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1580.45      | 0.00%             | 2027-02-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4975394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $0.09         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                   | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121341 | PA      | $120582.71    | 0.01%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6394386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $0.01         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437642.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $253.00       | 0.00%             | 2027-06-20      | Fixed         | 9.64%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31403CNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       601 | PA      | $603.20       | 0.00%             | 2033-11-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15039028.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4199 | PA      | $4364.77      | 0.00%             | 2027-07-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1214 | PA      | $1248.70      | 0.00%             | 2034-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3566831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $0.16         | 0.00%             | 2032-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6918684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41388 | PA      | $149.97       | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2236.52      | 0.00%             | 2027-02-11      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7611808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $1377.19      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7887 | PA      | $7734.83      | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7370806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $13.12        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8063150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32004 | PA      | $465.51       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7439758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $156.39       | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6135 | PA      | $6020.46      | 0.00%             | 2026-12-22      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5966004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16555 | PA      | $0.00         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7703931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $756.29       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                               | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513484 | PA      | $505827.67    | 0.03%             | 2028-09-28      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8104401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41119 | PA      | $31051.52     | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6982903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $29.57        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949507.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5602 | PA      | $5482.99      | 0.00%             | 2027-09-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2195278.82   | 0.11%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1667685.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8898 | PA      | $9030.82      | 0.00%             | 2026-11-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2275171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $810.52       | 0.00%             | 2026-12-22      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2192.45      | 0.00%             | 2027-01-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15299307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14805 | PA      | $15100.27     | 0.00%             | 2027-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4481874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $0.00         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                           | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    725692 | PA      | $720743.03    | 0.04%             | 2028-03-13      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                               | Cook Park CLO Ltd., Series 2018-1A, Class A2                                                      | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001558.37   | 0.05%             | 2030-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $832.17       | 0.00%             | 2026-12-21      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8055160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $887.71       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31401AJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12170 | PA      | $12155.83     | 0.00%             | 2028-04-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2949923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $460.28       | 0.00%             | 2027-04-14      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17493809.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10634 | PA      | $2075.34      | 0.00%             | 2027-09-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5571589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $0.14         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7838403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $334.34       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, 30 Year                                                                                     | CUSIP: 31414CEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5352 | PA      | $5405.03      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7882477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $1106.30      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2094270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1260.27      | 0.00%             | 2026-11-22      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                              | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    725029 | PA      | $728882.16    | 0.04%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3434383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $0.15         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4197129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $0.00         | 0.00%             | 2032-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2299436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1721.00      | 0.00%             | 2026-12-22      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6033 | PA      | $5841.71      | 0.00%             | 2027-01-13      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3877914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $0.00         | 0.00%             | 2032-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4550163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $0.07         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1718296.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $2496.30      | 0.00%             | 2026-09-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7001929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13810 | PA      | $135.80       | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6255542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2604053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $849.40       | 0.00%             | 2027-02-10      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7271160.70   | 0.37%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13574037.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21469 | PA      | $21988.54     | 0.00%             | 2027-05-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                    | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194411 | PA      | $195382.93    | 0.01%             | 2031-05-30      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1052.21      | 0.00%             | 2027-04-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7620736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $46.93        | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    275172 | PA      | $275275.61    | 0.01%             | 2032-02-10      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7955042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1806.88      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust               | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A2A                      | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557511 | PA      | $558035.21    | 0.03%             | 2027-03-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31404ENZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29072 | PA      | $29541.36     | 0.00%             | 2034-03-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                                               | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   6356334 | PA      | $6362739.79   | 0.33%             | 2044-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14192451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13978 | PA      | $14384.62     | 0.00%             | 2027-06-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2640412 | PA      | $2666079.45   | 0.14%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435953.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $1286.97      | 0.00%             | 2027-01-18      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7919249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $535.47       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2096760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4161 | PA      | $4097.80      | 0.00%             | 2026-11-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2609494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $150.48       | 0.00%             | 2027-02-10      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7205585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $563.17       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8193444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1408.04      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12410874.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9436 | PA      | $9557.74      | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1705833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1515.48      | 0.00%             | 2027-01-20      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15043328.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7232 | PA      | $7632.84      | 0.00%             | 2027-08-26      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    154874 | PA      | $155091.15    | 0.01%             | 2030-11-06      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2618109.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13587 | PA      | $13280.96     | 0.00%             | 2027-03-07      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15757972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $4966.31      | 0.00%             | 2026-08-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4438299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31409JSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86555 | PA      | $87222.25     | 0.00%             | 2036-05-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31402EMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $125.84       | 0.00%             | 2033-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6535332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $1.21         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2946360.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3647 | PA      | $3588.41      | 0.00%             | 2027-04-14      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7107564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $172.78       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31411YDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1221 | PA      | $1251.68      | 0.00%             | 2037-05-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2296934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2433.00      | 0.00%             | 2026-12-22      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4550265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4556429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $0.07         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $24237890.56  | 1.24%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8099047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $58.29        | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5130538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                                             | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7100032.38   | 0.36%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6059813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $0.00         | 0.00%             | 2034-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10431 | PA      | $753.33       | 0.00%             | 2027-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5744784.51   | 0.29%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                                      | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5100000 | PA      | $5098092.40   | 0.26%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8097209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2768.29      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15763149.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5991 | PA      | $6304.62      | 0.00%             | 2027-08-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7835872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8584 | PA      | $6376.33      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6705288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $1.82         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4665723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $0.11         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11922307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4886.20      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75303.68     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4390373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.03         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8207034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1042.73      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7935181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $530.20       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2604554.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7808 | PA      | $7634.55      | 0.00%             | 2027-02-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6987677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $8.30         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8199 | PA      | $8042.06      | 0.00%             | 2027-04-14      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7593404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $301.83       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6577574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $0.58         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Diageo Investment Corp.                                          | Diageo Investment Corp.                                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2075349.01   | 0.11%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11740312.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3569 | PA      | $3668.38      | 0.00%             | 2026-02-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4352084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $0.12         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7360226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13891 | PA      | $268.93       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5507161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6494041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York Life Global Funding                                     | New York Life Global Funding                                                                      | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $10698710.33  | 0.55%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7351847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $1085.72      | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5540468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $0.05         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2614124.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2750 | PA      | $2697.18      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7256365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $220.55       | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7799914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13481 | PA      | $217.42       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2951812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1351.13      | 0.00%             | 2027-04-14      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    510584 | PA      | $506647.35    | 0.03%             | 2028-08-21      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6888509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $8.52         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6277246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.03         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1888248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $2972.28      | 0.00%             | 2026-10-20      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7751057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $527.62       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7679932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19659 | PA      | $285.22       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6161004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7610241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3952 | PA      | $2923.31      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928244 | PA      | $934882.88    | 0.05%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1048.47      | 0.00%             | 2026-12-21      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $16.35        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                         | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    314746 | PA      | $314950.62    | 0.02%             | 2028-07-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                             | BA Credit Card Trust, Series 2022-A2, Class A2                                                    | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  11562000 | PA      | $11579018.11  | 0.59%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7047140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $12.35        | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31385XS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52136 | PA      | $53496.78     | 0.00%             | 2033-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                      | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    572451 | PA      | $485630.57    | 0.02%             | 2029-04-23      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31390S3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       733 | PA      | $735.52       | 0.00%             | 2032-05-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293684.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1331.74      | 0.00%             | 2026-12-21      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6860713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $6.16         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951175.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $938.33       | 0.00%             | 2027-04-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7848873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $235.98       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    746231 | PA      | $745473.73    | 0.04%             | 2030-09-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    648688 | PA      | $649755.82    | 0.03%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                            | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                 | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   5302234 | PA      | $5306329.73   | 0.27%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2025-55, Class FG                                                                    | CUSIP: 3136BWSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9730399 | PA      | $9727150.44   | 0.50%             | 2055-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6567779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $1.69         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7335968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $95.88        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2430164.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $588.91       | 0.00%             | 2027-11-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                       | LendingClub Corp. - LCX PM, 188582913.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14692 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15738048.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9732 | PA      | $10146.89     | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                           | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    274058 | PA      | $274306.99    | 0.01%             | 2031-03-24      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                         | Icon Investments Six DAC                                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4700000 | PA      | $4779433.43   | 0.24%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3510070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25800 | PA      | $0.40         | 0.00%             | 2032-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2429715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1560.61      | 0.00%             | 2027-06-14      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2606699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9167 | PA      | $8963.97      | 0.00%             | 2027-02-10      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6586640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $0.16         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3376563.20   | 0.17%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14920803.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4659 | PA      | $4732.29      | 0.00%             | 2026-07-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7946336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $512.56       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                               | Station Place Securitization Trust, Series 2024-10, Class A                                       | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5024632.50   | 0.26%             | 2025-10-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8107707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $11.36        | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7371639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $780.31       | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7874044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $1773.70      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7689723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4931 | PA      | $61.07        | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    306419 | PA      | $293032.65    | 0.01%             | 2028-05-03      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4684103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2426387.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $1476.15      | 0.00%             | 2027-01-13      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6181401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2034-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                                    | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4690000 | PA      | $4708424.90   | 0.24%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5774005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2951712.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $572.35       | 0.00%             | 2027-04-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2024-82, Class FE                                                                    | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8071617 | PA      | $8038479.69   | 0.41%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6885061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13984 | PA      | $101.11       | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2096376.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $1745.48      | 0.00%             | 2026-11-22      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991785806.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.68        | 0.00%             | 2030-07-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5372948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $0.05         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 3138EGMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40593 | PA      | $41631.10     | 0.00%             | 2035-06-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                           | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219364 | PA      | $205379.77    | 0.01%             | 2029-04-02      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW1887450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5617 | PA      | $5535.76      | 0.00%             | 2026-10-20      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15056862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $11134.97     | 0.00%             | 2027-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7484541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $241.97       | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5220660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.12         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                            | TCI-Flatiron CLO Ltd., Series 2018-1A, Class AR2                                                  | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9200000 | PA      | $9206900.00   | 0.47%             | 2035-07-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6127192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                            | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       791 | NS      | $1.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6284870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $0.52         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5991559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5794 | PA      | $424.34       | 0.00%             | 2026-11-15      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2607782.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $1195.42      | 0.00%             | 2027-02-10      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8079163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $254.41       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5803715.42   | 0.30%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners, Inc.                                   | Kodiak Building Partners, Inc., First Lien, CME Term Loan, B                                      | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    681814 | PA      | $660933.47    | 0.03%             | 2031-12-04      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6793965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $221.98       | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $4455.42      | 0.00%             | 2026-12-22      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4200379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $0.06         | 0.00%             | 2032-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13060 | PA      | $12866.41     | 0.00%             | 2027-12-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L1886082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17596 | PA      | $17201.96     | 0.00%             | 2027-03-20      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7705636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $18.64        | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2427954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9952 | PA      | $9635.16      | 0.00%             | 2027-01-13      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14980679.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $199.20       | 0.00%             | 2026-07-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4007472.52   | 0.20%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5851164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26208 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8000882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14351 | PA      | $10586.75     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 3463095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11405 | PA      | $0.13         | 0.00%             | 2032-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7442292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $13.69        | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8076290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $866.05       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7992809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4909.06      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                   | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    317178 | PA      | $318631.02    | 0.02%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2613208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $657.35       | 0.00%             | 2027-02-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2431037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1285.46      | 0.00%             | 2027-01-14      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6777625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $496.40       | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2948755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3893 | PA      | $3854.20      | 0.00%             | 2027-04-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1657464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1738.16      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                           | UGCard, 991841194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2438360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6262 | PA      | $4102.01      | 0.00%             | 2027-01-18      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8209936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $136.03       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4719485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6120938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17933 | PA      | $0.41         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                          | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   3873425 | PA      | $3869960.68   | 0.20%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2612937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10900 | PA      | $10671.41     | 0.00%             | 2027-02-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8884 | PA      | $8598.37      | 0.00%             | 2027-01-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Dryden 68 CLO Ltd.                                               | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   6450000 | PA      | $6454575.95   | 0.33%             | 2035-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6046321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7952600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $117.39       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Horizon US Finco LP                                              | Horizon US Finco LP, First Lien, CME Term Loan, B                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746048 | PA      | $736099.53    | 0.04%             | 2031-10-31      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11727451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1463.73      | 0.00%             | 2026-02-01      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2617595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1087.03      | 0.00%             | 2027-07-14      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $255.32       | 0.00%             | 2026-12-21      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                        | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                             | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   5501270 | PA      | $5508002.43   | 0.28%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1681408.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3297.94      | 0.00%             | 2026-12-20      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2437383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5226 | PA      | $5137.57      | 0.00%             | 2027-01-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2426259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $2184.82      | 0.00%             | 2027-01-13      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8180002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $455.05       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2294790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $2056.38      | 0.00%             | 2026-12-21      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6868707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $4.51         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7373979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $15.32        | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2948716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $4533.89      | 0.00%             | 2027-04-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8014770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7840 | PA      | $7356.54      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13485148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13260 | PA      | $13778.37     | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7966076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5237 | PA      | $4855.53      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2423497.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $684.69       | 0.00%             | 2027-01-13      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2435922.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1818 | PA      | $1789.27      | 0.00%             | 2027-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7945338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11241 | PA      | $289.35       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16893024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10720 | PA      | $5759.46      | 0.00%             | 2027-12-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2046907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1657.79      | 0.00%             | 2027-04-28      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2425118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2694.16      | 0.00%             | 2027-01-13      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6500866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $5.95         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2610842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $4007.93      | 0.00%             | 2027-02-11      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15684113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4876.72      | 0.00%             | 2027-10-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14902830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19610 | PA      | $20308.52     | 0.00%             | 2027-07-20      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4305186 | PA      | $4327095.83   | 0.22%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950776.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1728.15      | 0.00%             | 2027-04-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31410KWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8609 | PA      | $8892.85      | 0.00%             | 2038-07-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7472610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11644 | PA      | $7560.86      | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., First Lien, Initial Term Loan                                                | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    490964 | PA      | $493664.77    | 0.03%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-17124398.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15712 | PA      | $15935.76     | 0.00%             | 2026-09-20      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2611604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2302 | PA      | $2257.58      | 0.00%             | 2027-02-11      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4618572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.15         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6966807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14197 | PA      | $85.26        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16024812.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5799 | PA      | $5912.33      | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2295515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6483 | PA      | $4585.50      | 0.00%             | 2026-12-21      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2298737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1943.40      | 0.00%             | 2026-12-22      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13724215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19746 | PA      | $20082.97     | 0.00%             | 2027-05-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2594995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10716 | PA      | $10438.89     | 0.00%             | 2027-02-10      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2436112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1469.89      | 0.00%             | 2027-01-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6617184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $26.53        | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6409863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $0.00         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4654724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5163731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8117644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $101.58       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6445162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $31.40        | 0.00%             | 2034-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7019673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $10.56        | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6355005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11762 | PA      | $0.00         | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14138938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7335 | PA      | $7452.83      | 0.00%             | 2027-06-17      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-11612708.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8080 | PA      | $8490.21      | 0.00%             | 2027-03-04      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7942380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $2672.00      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7575552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $965.26       | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7868430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $69.51        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8183136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25492 | PA      | $24486.49     | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6920356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $4.95         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7621567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $230.45       | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2616193.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $611.29       | 0.00%             | 2027-02-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6196936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.00         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6255909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7548813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $145.03       | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-12293217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10376 | PA      | $10682.86     | 0.00%             | 2027-02-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7856900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $1832.99      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                           | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2480000 | PA      | $2482453.61   | 0.13%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-15015830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $354.02       | 0.00%             | 2025-12-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7657031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $8.76         | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-13767438.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8101 | PA      | $8186.88      | 0.00%             | 2026-07-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7856844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $558.02       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corebridge Global Funding                                        | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4880874.28   | 0.25%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2613747.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5077 | PA      | $782.80       | 0.00%             | 2027-02-11      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7566244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $5.39         | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4516974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $0.06         | 0.00%             | 2033-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2950134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $635.52       | 0.00%             | 2027-04-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2616590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9468 | PA      | $9221.65      | 0.00%             | 2027-02-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7873308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $415.12       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14118175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $1157.84      | 0.00%             | 2026-07-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                 | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2754954.00   | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8037556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $721.88       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14914496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18297 | PA      | $18590.89     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16947974.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5821 | PA      | $5971.97      | 0.00%             | 2026-09-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6414405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2432090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $2347.27      | 0.00%             | 2027-01-14      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2424670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $3043.60      | 0.00%             | 2027-01-13      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14301553.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8553 | PA      | $8916.66      | 0.00%             | 2027-06-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5852732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4581555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $0.89         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   2096712 | PA      | $2099200.67   | 0.11%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8211428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $601.98       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5134488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7278214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $60.86        | 0.00%             | 2035-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust               | GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3                       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7351030 | PA      | $7427227.88   | 0.38%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7981977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $774.55       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2942764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $2816.79      | 0.00%             | 2027-04-14      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2016-GS3, Class A4                                           | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $586286.52    | 0.03%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14176550.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9448 | PA      | $9560.09      | 0.00%             | 2026-09-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4873083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9479 | PA      | $0.20         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7849083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44669 | PA      | $30808.74     | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2435424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2183.30      | 0.00%             | 2027-11-21      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5662108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $0.13         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4669203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2295248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1714.14      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7885251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8857 | PA      | $4822.66      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2296884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3400 | PA      | $3332.84      | 0.00%             | 2026-12-22      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    746250 | PA      | $747089.53    | 0.04%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2615540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2538.46      | 0.00%             | 2027-02-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2612096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $892.56       | 0.00%             | 2027-02-11      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4601418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $0.17         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976826 | PA      | $985182.56    | 0.05%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6510179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24604 | PA      | $18.71        | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1715575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3916 | PA      | $3979.32      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1709807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7208 | PA      | $7208.00      | 0.00%             | 2027-02-17      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7050581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $76.61        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6411150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2180 | PA      | $0.00         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2293923.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $398.08       | 0.00%             | 2026-12-21      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                | Manufacturers & Traders Trust Co.                                                                 | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7912501.83   | 0.40%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                               | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145795 | PA      | $146762.69    | 0.01%             | 2031-12-04      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                              | Prosper Funding LLC, 1711007.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7064 | PA      | $7207.28      | 0.00%             | 2027-02-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6614956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $5.60         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7725551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2756 | PA      | $2460.73      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6854061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $5.09         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4998055.09   | 0.26%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 7812847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $238.20       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                              | CUSIP: 31416BLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1517.71      | 0.00%             | 2038-10-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-16085008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $6303.16      | 0.00%             | 2026-07-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14883847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3646 | PA      | $3704.49      | 0.00%             | 2027-07-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6235797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $0.05         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4438563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 6813242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $12.77        | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115456.10   | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                           | Freedom Financial Asset Management LLC, APP-14522661.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11578 | PA      | $8503.32      | 0.00%             | 2027-02-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8055848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $383.06       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 8140040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $636.08       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 5245623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $0.22         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc., 4942412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13011 | PA      | $0.58         | 0.00%             | 2033-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., FW2297812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2402.65      | 0.00%             | 2027-05-22      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                            | Upstart Network, Inc., L2047243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6096 | PA      | $5976.55      | 0.00%             | 2026-11-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Franklin Investors Securities Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer